+129.2%
APO vs SCHG
+84.3%
+44.9%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | 0.0% | -0.1% |
| 7D | -3.5% | -1.0% | -2.5% | -2.4% |
| 30D | -6.6% | -1.3% | -5.3% | -5.2% |
| 3M | -3.3% | +5.4% | -8.7% | -8.5% |
| 6M | +22.6% | +14.4% | +8.2% | +5.9% |
| YTD | -9.8% | +8.0% | -17.8% | -17.0% |
| 1Y | -3.9% | +12.7% | -16.6% | -15.8% |
| 3Y | +52.5% | +85.6% | -33.1% | -19.3% |
| All | +129.2% | +84.3% | +44.9% | +18.2% |
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