+60.6%
SCHW vs APD
+24.4%
+36.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.3% | +0.9% |
| 7D | -2.8% | -3.5% | +0.7% | -1.6% |
| 30D | -0.1% | -5.1% | +5.0% | +1.6% |
| 3M | +20.6% | +6.9% | +13.7% | +17.7% |
| 6M | +15.9% | +8.1% | +7.9% | +12.4% |
| YTD | +8.5% | +21.2% | -12.8% | +0.7% |
| 1Y | +17.8% | +4.9% | +13.0% | +14.8% |
| 3Y | +88.5% | +6.3% | +82.2% | +80.0% |
| 5Y | +60.6% | +24.3% | +36.4% | +23.1% |
| All | +60.6% | +24.4% | +36.2% | +23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling