+378.5%
APP vs SCHG
+107.2%
+271.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -1.2% |
| 7D | +0.1% | -0.1% | +0.1% | +0.1% |
| 30D | -10.0% | -1.5% | -8.6% | -7.6% |
| 3M | -44.6% | +4.4% | -49.0% | -48.6% |
| 6M | -37.9% | +15.7% | -53.6% | -52.3% |
| YTD | -53.7% | +8.3% | -62.0% | -59.0% |
| 1Y | -43.0% | +14.2% | -57.2% | -54.1% |
| 3Y | +640.8% | +88.3% | +552.5% | +170.2% |
| 5Y | +358.8% | +83.5% | +275.4% | +85.1% |
| All | +378.5% | +107.2% | +271.4% | +53.1% |
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