+619.5%
APP vs EQH
+95.5%
+523.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.3% |
| 7D | -4.4% | +1.1% | -5.5% | -5.2% |
| 30D | -10.0% | -1.1% | -8.9% | -9.6% |
| 3M | -41.4% | +25.0% | -66.4% | -50.3% |
| 6M | -41.0% | +33.9% | -74.9% | -52.9% |
| YTD | -54.7% | +11.6% | -66.3% | -58.7% |
| 1Y | -45.3% | +1.5% | -46.9% | -47.1% |
| All | +619.5% | +95.5% | +523.9% | +351.4% |
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 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