-0.7%
ABT vs ALHC
-61.4%
+60.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.1% | +1.3% |
| 7D | -1.3% | +0.3% | -1.6% | -1.3% |
| 30D | +6.0% | -10.6% | +16.6% | +6.5% |
| 3M | -1.9% | -45.3% | +43.4% | +0.6% |
| 6M | +31.2% | -59.7% | +90.9% | +35.5% |
| YTD | -11.2% | -62.7% | +51.5% | -8.2% |
| 1Y | -14.0% | -56.1% | +42.2% | -11.8% |
| 3Y | +20.7% | +21.3% | -0.6% | +13.9% |
| 5Y | -6.7% | -66.0% | +59.3% | -10.4% |
| All | -0.7% | -61.4% | +60.7% | -6.8% |
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