+391.7%
APP vs SCHD
+68.7%
+323.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +3.2% |
| 7D | +0.9% | -0.3% | +1.2% | +1.2% |
| 30D | -23.3% | +3.4% | -26.7% | -26.5% |
| 3M | -42.6% | +7.6% | -50.3% | -48.0% |
| 6M | -33.6% | +12.2% | -45.8% | -43.4% |
| YTD | -52.4% | +29.0% | -81.4% | -67.0% |
| 1Y | -35.9% | +30.3% | -66.2% | -56.5% |
| 3Y | +642.2% | +56.1% | +586.1% | +268.7% |
| 5Y | +311.1% | +60.4% | +250.7% | +108.1% |
| All | +391.7% | +68.7% | +323.0% | +153.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHD.
Daily Out/Under-Performance
Portfolio return minus SCHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHD 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 SCHD 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