-35.9%
APP vs EQH
+2.5%
-38.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.6% |
| 7D | +0.9% | +5.5% | -4.6% | -1.3% |
| 30D | -23.3% | +3.2% | -26.5% | -24.5% |
| 3M | -42.6% | +32.5% | -75.2% | -50.1% |
| 6M | -33.6% | +33.7% | -67.3% | -43.3% |
| YTD | -52.4% | +13.4% | -65.9% | -56.7% |
| 1Y | -35.9% | +0.6% | -36.5% | -38.4% |
| All | -35.9% | +2.5% | -38.3% | -38.4% |
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