-53.6%
ACHR vs ALHC
-59.7%
+6.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.5% | -7.6% | -3.2% |
| 7D | +14.0% | +3.8% | +10.3% | +12.9% |
| 30D | -5.0% | +1.7% | -6.7% | -5.9% |
| 3M | -24.8% | -44.3% | +19.6% | -16.8% |
| 6M | -27.3% | -57.2% | +29.9% | -17.5% |
| YTD | -37.4% | -61.2% | +23.8% | -28.0% |
| 1Y | -44.3% | -53.2% | +8.9% | -39.0% |
| 3Y | -5.2% | +27.8% | -33.1% | -28.6% |
| 5Y | -20.8% | -65.4% | +44.5% | -34.9% |
| All | -53.6% | -59.7% | +6.1% | -62.2% |
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