+270.9%
APH vs SCHG
+79.3%
+191.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -1.0% | -0.8% |
| 7D | +4.9% | +2.7% | +2.1% | +1.7% |
| 30D | -5.4% | -5.2% | -0.2% | +1.0% |
| 3M | -5.5% | -5.2% | -0.3% | +1.0% |
| 6M | +25.9% | -0.6% | +26.5% | +27.7% |
| YTD | +16.4% | +4.7% | +11.6% | +11.1% |
| 1Y | +16.5% | +6.0% | +10.5% | +10.0% |
| 3Y | +270.9% | +78.9% | +191.9% | +131.3% |
| All | +270.9% | +79.3% | +191.5% | +131.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling