+55.1%
SCHG vs AMDL
+126.1%
-71.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.9% | -4.0% | +0.4% |
| 7D | -1.0% | +15.9% | -17.0% | -2.6% |
| 30D | -1.3% | +10.5% | -11.7% | -2.7% |
| 3M | +5.4% | -4.7% | +10.2% | +3.1% |
| 6M | +14.4% | +355.2% | -340.8% | -9.7% |
| YTD | +8.0% | +270.9% | -262.8% | -14.7% |
| 1Y | +12.7% | +499.5% | -486.8% | -19.6% |
| All | +55.1% | +126.1% | -71.0% | +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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling