+1,082.3%
APH vs SCHW
+301.0%
+781.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.1% | +4.6% | +4.6% |
| 7D | +1.4% | -1.9% | +3.2% | +2.1% |
| 30D | -1.2% | -1.6% | +0.4% | -0.8% |
| 3M | +10.3% | +21.3% | -11.0% | +2.1% |
| 6M | +25.2% | +16.5% | +8.7% | +17.1% |
| YTD | +24.6% | +8.4% | +16.2% | +19.5% |
| 1Y | +41.4% | +15.6% | +25.8% | +32.2% |
| 3Y | +297.8% | +86.8% | +211.0% | +207.5% |
| 5Y | +366.0% | +60.5% | +305.5% | +264.5% |
| All | +1,082.3% | +301.0% | +781.3% | +534.8% |
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