-43.3%
APP vs SCHG
+13.0%
-56.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.9% | +2.2% | +1.3% |
| 7D | +1.1% | -1.0% | +2.1% | +3.2% |
| 30D | +6.6% | -1.3% | +7.9% | +9.2% |
| 3M | -32.3% | +5.4% | -37.7% | -38.8% |
| 6M | -29.8% | +14.4% | -44.2% | -46.4% |
| YTD | -51.9% | +8.0% | -60.0% | -58.3% |
| 1Y | -43.3% | +12.7% | -56.0% | -48.8% |
| All | -43.3% | +13.0% | -56.3% | -48.8% |
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