-5.5%
ADSK vs ALHC
+151.5%
-157.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.2% | +0.6% | -2.6% |
| 7D | -14.5% | -4.1% | -10.4% | -14.5% |
| 30D | -19.3% | -5.4% | -13.9% | -19.3% |
| 3M | -7.8% | -32.1% | +24.3% | -7.6% |
| 6M | -20.8% | -28.5% | +7.7% | -20.6% |
| YTD | -30.2% | -34.0% | +3.8% | -30.0% |
| 1Y | -36.5% | -20.9% | -15.5% | -36.6% |
| All | -5.5% | +151.5% | -157.1% | -16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling