+295.9%
APP vs ALHC
-62.5%
+358.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.0% | +5.8% | +4.9% |
| 7D | +79.2% | +3.9% | +75.3% | +77.4% |
| 30D | +48.0% | -3.6% | +51.6% | +48.3% |
| 3M | +18.2% | -49.4% | +67.6% | +30.1% |
| 6M | -12.5% | -59.5% | +47.0% | -2.6% |
| YTD | -39.2% | -63.2% | +24.0% | -31.7% |
| 1Y | -33.9% | -55.5% | +21.6% | -28.7% |
| 3Y | +933.3% | +23.0% | +910.3% | +675.9% |
| 5Y | +295.9% | -65.7% | +361.6% | +301.6% |
| All | +295.9% | -62.5% | +358.4% | +301.6% |
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