+168.3%
AAPL vs ALHC
-29.3%
+197.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | -2.7% | -1.0% | -1.8% | -2.7% |
| 30D | +1.0% | -6.3% | +7.3% | +1.4% |
| 3M | +5.0% | -12.3% | +17.3% | +5.2% |
| 6M | +23.0% | -27.0% | +50.0% | +24.2% |
| YTD | +16.6% | -31.8% | +48.5% | +18.1% |
| 1Y | +33.4% | -17.0% | +50.4% | +32.9% |
| 3Y | +79.9% | +159.8% | -80.0% | +54.4% |
| 5Y | +109.0% | -25.1% | +134.2% | +90.8% |
| All | +168.3% | -29.3% | +197.7% | +140.5% |
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 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