+486.1%
APD vs SCHG
+1,135.4%
-649.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.6% |
| 7D | -2.5% | -0.1% | -2.4% | -2.5% |
| 30D | -1.9% | -1.5% | -0.4% | -0.9% |
| 3M | +8.2% | +4.4% | +3.8% | +4.7% |
| 6M | +10.7% | +15.7% | -5.0% | -1.1% |
| YTD | +22.9% | +8.3% | +14.6% | +14.9% |
| 1Y | +5.8% | +14.2% | -8.4% | -5.3% |
| 3Y | +7.8% | +88.3% | -80.5% | -36.0% |
| 5Y | +26.1% | +83.5% | -57.3% | -25.9% |
| 10Y | +163.7% | +444.2% | -280.5% | -45.4% |
| All | +486.1% | +1,135.4% | -649.3% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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