-35.9%
APP vs SCHG
+16.6%
-52.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +4.0% |
| 7D | +0.9% | -0.7% | +1.6% | +2.1% |
| 30D | -23.3% | +0.2% | -23.5% | -23.7% |
| 3M | -42.6% | +2.2% | -44.9% | -44.9% |
| 6M | -33.6% | +15.0% | -48.6% | -49.9% |
| YTD | -52.4% | +9.2% | -61.6% | -59.6% |
| 1Y | -35.9% | +15.7% | -51.6% | -50.0% |
| All | -35.9% | +16.6% | -52.5% | -50.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling