+59.6%
SCHW vs APTV
-69.2%
+128.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -1.9% | +0.1% |
| 7D | -2.8% | -1.8% | -1.0% | -2.4% |
| 30D | -0.1% | -7.9% | +7.9% | +1.9% |
| 3M | +20.6% | -29.9% | +50.5% | +30.6% |
| 6M | +15.9% | -36.6% | +52.5% | +27.7% |
| YTD | +8.5% | -40.0% | +48.4% | +20.7% |
| 1Y | +17.8% | -44.0% | +61.9% | +33.5% |
| 3Y | +88.5% | -54.5% | +143.1% | +123.4% |
| All | +59.6% | -69.2% | +128.8% | +115.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling