+261.6%
APP vs ALHC
-62.4%
+324.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -7.1% | +38.2% | +32.2% |
| 7D | +39.7% | -6.2% | +45.9% | +40.8% |
| 30D | +27.7% | -9.7% | +37.4% | +29.2% |
| 3M | -14.8% | -44.7% | +30.0% | -7.5% |
| 6M | -25.5% | -58.7% | +33.2% | -17.3% |
| YTD | -47.2% | -61.7% | +14.6% | -41.1% |
| 1Y | -42.3% | -55.7% | +13.4% | -37.6% |
| 3Y | +806.8% | +25.6% | +781.2% | +583.5% |
| 5Y | +261.6% | -65.8% | +327.4% | +246.1% |
| All | +261.6% | -62.4% | +324.1% | +246.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling