-54.4%
APTV vs SCHG
+86.3%
-140.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -1.0% |
| 7D | -5.0% | -1.0% | -4.0% | -4.2% |
| 30D | -6.1% | -1.3% | -4.8% | -5.1% |
| 3M | -33.0% | +5.4% | -38.4% | -36.0% |
| 6M | -35.2% | +14.4% | -49.7% | -41.9% |
| YTD | -40.1% | +8.0% | -48.2% | -43.9% |
| 1Y | -45.6% | +12.7% | -58.3% | -50.7% |
| 3Y | -54.4% | +85.6% | -140.0% | -70.4% |
| All | -54.4% | +86.3% | -140.6% | -70.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling