+803.3%
APP vs ALHC
+25.6%
+777.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -7.1% | +38.2% | +31.3% |
| 7D | +39.7% | -6.2% | +45.9% | +39.8% |
| 30D | +27.7% | -9.7% | +37.4% | +28.0% |
| 3M | -14.8% | -44.7% | +30.0% | -13.3% |
| 6M | -25.5% | -58.7% | +33.2% | -23.4% |
| YTD | -47.2% | -61.7% | +14.6% | -45.6% |
| 1Y | -42.3% | -55.7% | +13.4% | -41.1% |
| All | +803.3% | +25.6% | +777.8% | +640.9% |
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 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