+1,766.1%
APO vs SCHG
+901.4%
+864.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | +0.1% |
| 7D | -1.0% | -0.9% | -0.1% | 0.0% |
| 30D | -0.4% | -2.3% | +1.9% | +2.2% |
| 3M | -0.9% | +4.5% | -5.4% | -5.5% |
| 6M | +22.1% | +13.6% | +8.6% | +6.1% |
| YTD | -8.4% | +7.6% | -16.0% | -15.5% |
| 1Y | -0.9% | +13.0% | -14.0% | -13.7% |
| 3Y | +56.1% | +87.0% | -30.8% | -19.5% |
| 5Y | +136.0% | +82.9% | +53.2% | +24.7% |
| 10Y | +949.3% | +453.6% | +495.7% | +71.2% |
| All | +1,766.1% | +901.4% | +864.7% | +80.1% |
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