+294.9%
APH vs SCHW
+21.7%
+273.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | +0.4% | -0.6% | +1.0% | +0.6% |
| 30D | -8.0% | -4.4% | -3.6% | -6.8% |
| 3M | -5.0% | -13.6% | +8.6% | -1.0% |
| 6M | +29.9% | +5.9% | +24.0% | +25.8% |
| YTD | +18.0% | -6.2% | +24.2% | +18.6% |
| 1Y | +11.3% | -2.2% | +13.6% | +10.3% |
| 3Y | +274.9% | +76.9% | +198.0% | +205.3% |
| All | +294.9% | +21.7% | +273.2% | +247.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling