-34.5%
ADSK vs ALHC
-19.9%
-14.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.5% | +0.3% |
| 7D | -2.5% | -6.9% | +4.3% | -2.8% |
| 30D | -14.9% | -6.7% | -8.1% | -15.1% |
| 3M | +3.3% | -37.7% | +41.0% | +2.1% |
| 6M | -15.7% | -30.0% | +14.3% | -15.9% |
| YTD | -28.2% | -36.2% | +7.9% | -28.6% |
| 1Y | -34.5% | -22.9% | -11.7% | -36.3% |
| All | -34.5% | -19.9% | -14.6% | -36.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling