+1,201.9%
AAOI vs ALHC
-31.6%
+1,233.5%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.2% | -0.1% | -2.8% |
| 7D | +4.7% | -4.1% | +8.8% | +5.2% |
| 30D | -18.7% | -5.4% | -13.3% | -18.2% |
| 3M | -33.7% | -32.1% | -1.6% | -31.0% |
| 6M | -2.4% | -28.5% | +26.1% | -0.4% |
| YTD | +209.6% | -34.0% | +243.6% | +218.4% |
| 1Y | +355.0% | -20.9% | +376.0% | +352.9% |
| 3Y | +814.7% | +151.5% | +663.1% | +580.5% |
| 5Y | +1,298.1% | -28.8% | +1,326.9% | +945.1% |
| All | +1,201.9% | -31.6% | +1,233.5% | +835.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling