+63.8%
SCHW vs AMDL
+117.8%
-54.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +11.7% | -13.9% | -2.6% |
| 7D | -1.3% | +19.9% | -21.3% | -1.9% |
| 30D | -0.4% | +6.3% | -6.6% | -0.7% |
| 3M | +21.7% | -9.9% | +31.6% | +20.6% |
| 6M | +13.0% | +394.3% | -381.4% | -0.9% |
| YTD | +8.0% | +257.3% | -249.3% | -4.4% |
| 1Y | +15.8% | +508.5% | -492.7% | -4.0% |
| All | +63.8% | +117.8% | -54.0% | +31.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling