-55.4%
APP vs ALHC
-51.4%
-3.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +10.1% | +0.5% | +10.2% |
| 7D | +4.5% | -0.5% | +5.0% | +4.2% |
| 30D | -3.6% | -4.2% | +0.6% | -3.9% |
| 3M | -35.3% | -39.8% | +4.5% | -35.9% |
| 6M | -42.8% | -57.7% | +14.9% | -41.6% |
| YTD | -59.7% | -58.8% | -0.9% | -58.7% |
| 1Y | -55.4% | -52.4% | -3.0% | -55.9% |
| All | -55.4% | -51.4% | -3.9% | -55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 1y: compounded portfolio wealth divided by compounded ALHC 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…
1y analysis · Full analysis span regression · 6 months rolling