Is it possible that anti-depressants/psychotics/etc are really just placebos?

Do they actually change people’s mood and/or behavior? Or do people just think they work because they are told they would? I was on anti-depressants for a while, and I didn’t notice any mood changes until one day when I decided to change my life around. I stayed on the meds for a bit longer, but I started to get more involved in things and then I got happier. I am no longer on the medication, but I feel it only started working because I decided to make a change with myself and stopped moping around all sad.
Do they actually work?