+52,550.4%
SCHW vs APD
+6,115.6%
+46,434.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.4% |
| 7D | -0.8% | -2.2% | +1.4% | +0.5% |
| 30D | +1.5% | +2.1% | -0.6% | +0.1% |
| 3M | +24.6% | +7.2% | +17.4% | +18.8% |
| 6M | +14.5% | +11.2% | +3.3% | +6.3% |
| YTD | +10.5% | +24.4% | -13.9% | -4.5% |
| 1Y | +13.4% | +6.7% | +6.7% | +6.2% |
| 3Y | +88.3% | +9.2% | +79.0% | +65.0% |
| 5Y | +62.1% | +27.4% | +34.7% | +26.4% |
| 10Y | +297.3% | +164.8% | +132.4% | +88.2% |
| All | +52,550.4% | +6,115.6% | +46,434.8% | +3,517.7% |
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