+1,030.6%
APH vs SCHG
+454.2%
+576.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -0.9% |
| 7D | -2.2% | -2.7% | +0.5% | +0.3% |
| 30D | -4.0% | -2.2% | -1.8% | -2.1% |
| 3M | +7.7% | +6.2% | +1.6% | +1.9% |
| 6M | +17.8% | +13.4% | +4.4% | +5.1% |
| YTD | +19.2% | +7.1% | +12.1% | +12.2% |
| 1Y | +35.7% | +12.5% | +23.2% | +22.6% |
| 3Y | +282.9% | +86.2% | +196.7% | +126.6% |
| 5Y | +345.6% | +83.9% | +261.7% | +162.3% |
| All | +1,030.6% | +454.2% | +576.4% | +143.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling