+167.6%
AAPL vs ALHC
-31.6%
+199.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | -0.1% |
| 7D | -3.0% | -4.1% | +1.2% | -2.7% |
| 30D | +2.3% | -5.4% | +7.7% | +2.6% |
| 3M | +8.6% | -32.1% | +40.8% | +10.8% |
| 6M | +21.6% | -28.5% | +50.0% | +22.9% |
| YTD | +16.3% | -34.0% | +50.3% | +18.0% |
| 1Y | +35.1% | -20.9% | +56.0% | +35.0% |
| 3Y | +79.4% | +151.5% | -72.2% | +54.3% |
| 5Y | +109.8% | -28.8% | +138.7% | +92.1% |
| All | +167.6% | -31.6% | +199.2% | +140.3% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling