-55.4%
APP vs EQH
+18.6%
-74.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.6% | +9.1% | +10.0% |
| 7D | +4.5% | +2.8% | +1.7% | +3.5% |
| 30D | -3.6% | +3.9% | -7.6% | -5.1% |
| 3M | -35.3% | +16.3% | -51.6% | -39.5% |
| 6M | -42.8% | +37.1% | -79.9% | -51.2% |
| YTD | -59.7% | +20.2% | -79.9% | -64.6% |
| 1Y | -55.4% | +17.9% | -73.3% | -60.8% |
| All | -55.4% | +18.6% | -74.0% | -60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 1y: compounded portfolio wealth divided by compounded EQH 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…
1y analysis · Full analysis span regression · 6 months rolling