+892.4%
APP vs ALHC
+21.9%
+870.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.9% | +12.8% | +10.0% |
| 7D | +71.2% | +1.0% | +70.2% | +70.7% |
| 30D | +39.1% | -14.2% | +53.2% | +39.6% |
| 3M | +16.5% | -45.1% | +61.7% | +18.6% |
| 6M | -16.6% | -59.5% | +43.0% | -14.2% |
| YTD | -41.9% | -62.8% | +20.9% | -40.2% |
| 1Y | -37.0% | -55.5% | +18.5% | -35.8% |
| 3Y | +892.4% | +25.7% | +866.8% | +714.8% |
| All | +892.4% | +21.9% | +870.5% | +714.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling