+202.5%
AAPL vs ALHC
-61.4%
+263.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +0.5% |
| 7D | +4.1% | +0.3% | +3.9% | +4.1% |
| 30D | +4.0% | -10.6% | +14.5% | +4.6% |
| 3M | +16.8% | -45.3% | +62.1% | +20.6% |
| 6M | +19.4% | -59.7% | +79.1% | +24.9% |
| YTD | +31.5% | -62.7% | +94.2% | +37.6% |
| 1Y | +31.0% | -56.1% | +87.1% | +35.2% |
| 3Y | +95.3% | +21.3% | +74.0% | +77.5% |
| 5Y | +143.4% | -66.0% | +209.3% | +131.2% |
| All | +202.5% | -61.4% | +263.9% | +180.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling