+391.7%
APP vs ALHC
-45.1%
+436.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.3% | +2.2% |
| 7D | +0.9% | -0.6% | +1.5% | +1.0% |
| 30D | -23.3% | -1.0% | -22.3% | -23.1% |
| 3M | -42.6% | -10.2% | -32.5% | -42.9% |
| 6M | -33.6% | -28.3% | -5.3% | -32.0% |
| YTD | -52.4% | -31.4% | -21.0% | -51.0% |
| 1Y | -35.9% | -16.9% | -19.0% | -36.8% |
| 3Y | +642.2% | +135.5% | +506.7% | +398.5% |
| 5Y | +311.1% | -33.6% | +344.7% | +261.0% |
| All | +391.7% | -45.1% | +436.7% | +327.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling