-27.3%
ACN vs ALHC
-28.9%
+1.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -1.5% | -0.6% | -0.9% | -1.5% |
| 30D | +9.4% | -1.0% | +10.4% | +9.4% |
| 3M | +5.6% | -10.2% | +15.8% | +5.4% |
| 6M | -9.3% | -28.3% | +19.0% | -8.5% |
| YTD | -29.0% | -31.4% | +2.5% | -28.3% |
| 1Y | -24.7% | -16.9% | -7.7% | -24.9% |
| 3Y | -39.8% | +135.5% | -175.3% | -46.2% |
| 5Y | -40.9% | -33.6% | -7.3% | -45.4% |
| All | -27.3% | -28.9% | +1.6% | -32.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling