+69.8%
AA vs ALHC
+25.0%
+44.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.0% | -1.3% |
| 7D | +5.3% | -0.8% | +6.1% | +5.3% |
| 30D | -2.3% | -9.6% | +7.4% | -1.8% |
| 3M | -20.8% | -44.5% | +23.7% | -18.8% |
| 6M | -39.8% | -59.2% | +19.4% | -37.7% |
| YTD | -23.3% | -62.0% | +38.7% | -20.5% |
| 1Y | +1.8% | -54.8% | +56.7% | +4.4% |
| All | +69.8% | +25.0% | +44.8% | +57.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling