+59.5%
SCHW vs APA
+173.2%
-113.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | -1.9% | +4.6% | -6.4% | -2.7% |
| 30D | -1.6% | +11.9% | -13.5% | -3.7% |
| 3M | +21.3% | +22.5% | -1.2% | +16.3% |
| 6M | +16.5% | +37.5% | -21.1% | +8.1% |
| YTD | +8.4% | +87.2% | -78.7% | -6.1% |
| 1Y | +15.6% | +101.4% | -85.8% | -2.2% |
| 3Y | +86.8% | +16.9% | +69.9% | +73.2% |
| All | +59.5% | +173.2% | -113.7% | +6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling