-18.4%
APTV vs SCHG
+459.0%
-477.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -1.2% |
| 7D | -5.0% | -1.0% | -4.0% | -3.9% |
| 30D | -6.1% | -1.3% | -4.8% | -4.8% |
| 3M | -33.0% | +5.4% | -38.4% | -37.0% |
| 6M | -35.2% | +14.4% | -49.7% | -44.2% |
| YTD | -40.1% | +8.0% | -48.2% | -45.2% |
| 1Y | -45.6% | +12.7% | -58.3% | -52.6% |
| 3Y | -54.4% | +85.6% | -140.0% | -77.6% |
| 5Y | -68.9% | +85.5% | -154.4% | -84.8% |
| All | -18.4% | +459.0% | -477.4% | -88.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling