+5.9%
SCHG vs AMDL
+108.7%
-102.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.1% |
| 7D | -2.5% | -30.7% | +28.2% | -0.3% |
| 30D | -5.4% | -43.8% | +38.3% | -2.2% |
| 3M | -2.2% | -24.5% | +22.4% | -1.2% |
| 6M | +5.2% | +44.7% | -39.5% | -1.4% |
| YTD | +6.8% | +204.0% | -197.2% | -8.6% |
| 1Y | +5.9% | +109.1% | -103.1% | -6.9% |
| All | +5.9% | +108.7% | -102.7% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 1y: compounded portfolio wealth divided by compounded AMDL 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…
1y analysis · Full analysis span regression · 6 months rolling