-35.9%
APP vs ALHC
-16.6%
-19.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.3% | +2.2% |
| 7D | +0.9% | -0.6% | +1.5% | +0.9% |
| 30D | -23.3% | -1.0% | -22.3% | -23.3% |
| 3M | -42.6% | -10.2% | -32.5% | -41.8% |
| 6M | -33.6% | -28.3% | -5.3% | -33.0% |
| YTD | -52.4% | -31.4% | -21.0% | -51.0% |
| 1Y | -35.9% | -16.9% | -19.0% | -35.7% |
| All | -35.9% | -16.6% | -19.3% | -35.7% |
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