-9.9%
ABT vs ALHC
-30.5%
+20.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.6% |
| 7D | -3.1% | -1.0% | -2.2% | -3.1% |
| 30D | -2.1% | -6.3% | +4.2% | -1.8% |
| 3M | +17.4% | -12.3% | +29.7% | +17.3% |
| 6M | -2.4% | -27.0% | +24.6% | -1.7% |
| YTD | -14.2% | -31.8% | +17.6% | -13.4% |
| 1Y | -18.3% | -17.0% | -1.3% | -18.6% |
| 3Y | +11.5% | +159.8% | -148.3% | 0.0% |
| 5Y | -9.9% | -25.1% | +15.2% | -17.7% |
| All | -9.9% | -30.5% | +20.6% | -17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling