+500.0%
APP vs ALHC
-70.2%
+570.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.9% | +12.8% | +10.3% |
| 7D | +71.2% | +1.0% | +70.2% | +70.3% |
| 30D | +39.1% | -14.2% | +53.2% | +41.8% |
| 3M | +16.5% | -45.1% | +61.7% | +27.0% |
| 6M | -16.6% | -59.5% | +43.0% | -6.7% |
| YTD | -41.9% | -62.8% | +20.9% | -34.7% |
| 1Y | -37.0% | -55.5% | +18.5% | -31.9% |
| 3Y | +892.4% | +25.7% | +866.8% | +647.1% |
| 5Y | +297.3% | -66.8% | +364.1% | +291.7% |
| All | +500.0% | -70.2% | +570.3% | +470.1% |
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