+306.4%
APP vs SCHW
+57.2%
+249.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.3% | +2.7% |
| 7D | +0.3% | -2.8% | +3.1% | +1.8% |
| 30D | -1.3% | -0.1% | -1.3% | -1.5% |
| 3M | -36.2% | +20.6% | -56.8% | -42.2% |
| 6M | -34.1% | +15.9% | -50.1% | -39.6% |
| YTD | -53.3% | +8.5% | -61.8% | -55.8% |
| 1Y | -44.5% | +17.8% | -62.4% | -49.8% |
| 3Y | +646.7% | +88.5% | +558.1% | +427.2% |
| 5Y | +306.4% | +60.6% | +245.8% | +206.2% |
| All | +306.4% | +57.2% | +249.2% | +206.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling