+503.8%
APP vs ALHC
-69.6%
+573.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.5% | -0.3% | -2.3% |
| 7D | +10.6% | -0.8% | +11.3% | +10.6% |
| 30D | +44.6% | -9.6% | +54.2% | +46.5% |
| 3M | +29.6% | -44.5% | +74.1% | +40.9% |
| 6M | -19.8% | -59.2% | +39.4% | -10.4% |
| YTD | -41.6% | -62.0% | +20.5% | -34.5% |
| 1Y | -32.7% | -54.8% | +22.1% | -27.4% |
| 3Y | +799.0% | +25.0% | +774.0% | +579.7% |
| 5Y | +250.4% | -65.3% | +315.7% | +243.5% |
| All | +503.8% | -69.6% | +573.4% | +471.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling