+3,196.3%
APH vs SCHG
+1,145.2%
+2,051.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.7% | +1.7% |
| 7D | +5.0% | -0.7% | +5.7% | +5.6% |
| 30D | -3.9% | +0.2% | -4.1% | -4.2% |
| 3M | +13.0% | +2.2% | +10.7% | +10.5% |
| 6M | +25.2% | +15.0% | +10.1% | +9.1% |
| YTD | +22.9% | +9.2% | +13.8% | +13.0% |
| 1Y | +47.8% | +15.7% | +32.1% | +28.8% |
| 3Y | +283.0% | +87.3% | +195.8% | +111.8% |
| 5Y | +349.7% | +84.5% | +265.2% | +146.9% |
| 10Y | +1,061.2% | +448.7% | +612.5% | +88.8% |
| All | +3,196.3% | +1,145.2% | +2,051.1% | +93.8% |
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