+352.5%
APH vs SCHG
+82.0%
+270.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | +0.1% |
| 7D | +1.6% | -0.9% | +2.5% | +2.4% |
| 30D | -3.0% | -2.3% | -0.7% | -1.0% |
| 3M | +5.7% | +4.5% | +1.2% | +1.5% |
| 6M | +20.0% | +13.6% | +6.4% | +6.9% |
| YTD | +20.8% | +7.6% | +13.2% | +13.2% |
| 1Y | +40.2% | +13.0% | +27.2% | +26.2% |
| 3Y | +288.1% | +87.0% | +201.1% | +136.6% |
| 5Y | +352.5% | +82.9% | +269.7% | +172.2% |
| All | +352.5% | +82.0% | +270.5% | +172.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling