+553.0%
SCHD vs ATI
+504.1%
+48.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.9% |
| 7D | -2.6% | +2.4% | -5.0% | -3.0% |
| 30D | -0.3% | -9.5% | +9.2% | +1.2% |
| 3M | +6.1% | +10.4% | -4.3% | +3.9% |
| 6M | +11.7% | +31.8% | -20.1% | +5.9% |
| YTD | +26.3% | +80.0% | -53.6% | +13.6% |
| 1Y | +28.8% | +175.8% | -147.1% | +7.6% |
| 3Y | +55.0% | +364.2% | -309.2% | +15.6% |
| 5Y | +60.0% | +1,076.9% | -1,016.8% | +0.1% |
| 10Y | +243.1% | +1,178.1% | -935.0% | +92.3% |
| All | +553.0% | +504.1% | +48.9% | +284.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ATI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling