+172.4%
APTV vs SCHG
+960.6%
-788.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -1.9% |
| 7D | -1.2% | -0.9% | -0.3% | -0.2% |
| 30D | -10.6% | -2.3% | -8.4% | -8.3% |
| 3M | -35.0% | +4.5% | -39.5% | -38.4% |
| 6M | -38.9% | +13.6% | -52.5% | -47.2% |
| YTD | -41.5% | +7.6% | -49.1% | -46.4% |
| 1Y | -45.8% | +13.0% | -58.9% | -53.1% |
| 3Y | -55.7% | +87.0% | -142.7% | -79.0% |
| 5Y | -70.1% | +82.9% | -153.0% | -85.4% |
| 10Y | -19.1% | +453.6% | -472.7% | -89.7% |
| All | +172.4% | +960.6% | -788.2% | -83.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling