+382.3%
APP vs EQH
+78.3%
+304.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.1% | +2.4% |
| 7D | +0.3% | -1.8% | +2.0% | +1.5% |
| 30D | -1.3% | +2.4% | -3.7% | -3.2% |
| 3M | -36.2% | +26.3% | -62.5% | -46.4% |
| 6M | -34.1% | +35.8% | -69.9% | -48.1% |
| YTD | -53.3% | +12.7% | -66.0% | -57.9% |
| 1Y | -44.5% | +2.5% | -47.0% | -47.0% |
| 3Y | +646.7% | +98.6% | +548.0% | +349.9% |
| 5Y | +306.4% | +101.7% | +204.7% | +154.6% |
| All | +382.3% | +78.3% | +304.1% | +205.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling