-14.8%
AA vs ALHC
-64.2%
+49.4%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.9% | +5.8% | +3.2% |
| 7D | +0.9% | +1.0% | -0.1% | +0.7% |
| 30D | -6.7% | -14.2% | +7.5% | -5.5% |
| 3M | -16.3% | -45.1% | +28.8% | -12.0% |
| 6M | -37.1% | -59.5% | +22.4% | -32.7% |
| YTD | -25.0% | -62.8% | +37.8% | -19.3% |
| 1Y | +8.6% | -55.5% | +64.1% | +14.3% |
| 3Y | +57.2% | +25.7% | +31.6% | +36.1% |
| All | -14.8% | -64.2% | +49.4% | -21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling