+87.0%
SCHW vs APA
+11.9%
+75.1%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.8% |
| 7D | -2.8% | +0.8% | -3.6% | -2.9% |
| 30D | -0.1% | +9.6% | -9.7% | -1.2% |
| 3M | +20.6% | +18.0% | +2.6% | +17.9% |
| 6M | +15.9% | +41.9% | -25.9% | +9.5% |
| YTD | +8.5% | +86.3% | -77.8% | -2.2% |
| 1Y | +17.8% | +97.9% | -80.0% | +4.5% |
| All | +87.0% | +11.9% | +75.1% | +79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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