+887.9%
APP vs SCHW
+79.3%
+808.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.7% | +2.2% | +3.0% |
| 7D | +4.6% | +2.0% | +2.6% | +3.5% |
| 30D | +56.0% | -3.6% | +59.6% | +59.0% |
| 3M | +30.8% | -15.0% | +45.8% | +42.4% |
| 6M | -9.8% | +2.6% | -12.4% | -12.0% |
| YTD | -39.3% | -5.7% | -33.6% | -38.3% |
| 1Y | -26.4% | -0.9% | -25.5% | -27.5% |
| 3Y | +887.9% | +79.4% | +808.5% | +609.0% |
| All | +887.9% | +79.3% | +808.6% | +609.0% |
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