+391.7%
APP vs SCHW
+75.7%
+316.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.7% |
| 7D | +0.9% | -0.8% | +1.7% | +1.2% |
| 30D | -23.3% | +1.5% | -24.7% | -24.0% |
| 3M | -42.6% | +24.6% | -67.2% | -48.7% |
| 6M | -33.6% | +14.5% | -48.1% | -38.5% |
| YTD | -52.4% | +10.5% | -62.9% | -55.2% |
| 1Y | -35.9% | +13.4% | -49.3% | -40.5% |
| 3Y | +642.2% | +88.3% | +553.9% | +435.8% |
| 5Y | +311.1% | +62.1% | +249.0% | +224.7% |
| All | +391.7% | +75.7% | +316.0% | +284.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling