+930.0%
APH vs SCHW
+190.5%
+739.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.5% | -2.4% |
| 7D | +4.9% | +2.0% | +2.9% | +4.2% |
| 30D | -5.4% | -3.6% | -1.8% | -4.3% |
| 3M | -5.5% | -15.0% | +9.5% | -0.3% |
| 6M | +25.9% | +2.6% | +23.3% | +23.0% |
| YTD | +16.4% | -5.7% | +22.0% | +16.8% |
| 1Y | +16.5% | -0.9% | +17.4% | +14.8% |
| 3Y | +270.9% | +79.4% | +191.5% | +189.8% |
| 5Y | +289.5% | +21.2% | +268.3% | +238.0% |
| All | +930.0% | +190.5% | +739.5% | +546.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHW.
Daily Out/Under-Performance
Portfolio return minus SCHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHW 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 SCHW 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