+566.6%
SCHD vs APD
+464.8%
+101.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.4% |
| 7D | -0.3% | -2.2% | +1.9% | +0.6% |
| 30D | +3.4% | +2.1% | +1.4% | +2.5% |
| 3M | +7.6% | +7.2% | +0.5% | +4.2% |
| 6M | +12.2% | +11.2% | +0.9% | +6.6% |
| YTD | +29.0% | +24.4% | +4.6% | +16.7% |
| 1Y | +30.3% | +6.7% | +23.6% | +25.0% |
| 3Y | +56.1% | +9.2% | +46.9% | +44.1% |
| 5Y | +60.4% | +27.4% | +33.1% | +34.9% |
| 10Y | +241.3% | +164.8% | +76.4% | +100.8% |
| All | +566.6% | +464.8% | +101.8% | +175.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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