+16.0%
AA vs ALHC
-51.4%
+67.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +10.1% | -7.4% | +2.2% |
| 7D | +0.9% | -0.5% | +1.4% | +0.9% |
| 30D | -6.4% | -4.2% | -2.2% | -6.3% |
| 3M | -13.0% | -39.8% | +26.8% | -11.7% |
| 6M | -34.6% | -57.7% | +23.1% | -31.7% |
| YTD | -23.0% | -58.8% | +35.7% | -21.6% |
| 1Y | +16.0% | -52.4% | +68.4% | +11.7% |
| All | +16.0% | -51.4% | +67.4% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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