+887.9%
APP vs EQH
+129.3%
+758.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.8% | +3.1% | +3.4% |
| 7D | +4.6% | +6.5% | -2.0% | +0.9% |
| 30D | +56.0% | +6.1% | +49.9% | +49.3% |
| 3M | +30.8% | +6.2% | +24.6% | +24.5% |
| 6M | -9.8% | +38.1% | -47.9% | -29.0% |
| YTD | -39.3% | +20.2% | -59.5% | -47.6% |
| 1Y | -26.4% | +27.6% | -54.0% | -39.3% |
| 3Y | +887.9% | +128.8% | +759.1% | +473.1% |
| All | +887.9% | +129.3% | +758.6% | +473.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling