+547.8%
SCHD vs APTV
+173.4%
+374.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.7% | -0.3% |
| 7D | -2.6% | -1.2% | -1.5% | -2.4% |
| 30D | -0.3% | -10.6% | +10.3% | +2.2% |
| 3M | +6.1% | -35.0% | +41.1% | +16.4% |
| 6M | +11.7% | -38.9% | +50.6% | +23.3% |
| YTD | +26.3% | -41.5% | +67.8% | +40.4% |
| 1Y | +28.8% | -45.8% | +74.6% | +45.5% |
| 3Y | +55.0% | -55.7% | +110.7% | +78.6% |
| 5Y | +60.0% | -70.1% | +130.1% | +97.1% |
| 10Y | +243.1% | -19.1% | +262.2% | +206.0% |
| All | +547.8% | +173.4% | +374.4% | +305.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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