+619.5%
APP vs SCHG
+85.5%
+534.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -0.9% |
| 7D | -4.4% | -0.9% | -3.5% | -2.8% |
| 30D | -10.0% | -2.3% | -7.7% | -5.8% |
| 3M | -41.4% | +4.5% | -46.0% | -46.1% |
| 6M | -41.0% | +13.6% | -54.6% | -54.1% |
| YTD | -54.7% | +7.6% | -62.3% | -59.8% |
| 1Y | -45.3% | +13.0% | -58.4% | -56.0% |
| All | +619.5% | +85.5% | +534.0% | +174.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling