+619.5%
APP vs SCHW
+85.4%
+534.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | -4.4% | -1.6% | -2.8% | -3.6% |
| 30D | -10.0% | -1.1% | -9.0% | -9.7% |
| 3M | -41.4% | +20.4% | -61.8% | -47.3% |
| 6M | -41.0% | +13.6% | -54.6% | -45.6% |
| YTD | -54.7% | +7.7% | -62.4% | -57.1% |
| 1Y | -45.3% | +15.2% | -60.5% | -50.3% |
| All | +619.5% | +85.4% | +534.1% | +414.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHW.
Daily Out/Under-Performance
Portfolio return minus SCHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHW 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 SCHW 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