-25.6%
ADSK vs ALHC
-31.9%
+6.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.1% | +4.5% | +2.6% |
| 7D | -10.9% | -5.8% | -5.1% | -10.4% |
| 30D | -15.9% | -3.3% | -12.6% | -15.7% |
| 3M | -4.4% | -37.9% | +33.6% | -0.4% |
| 6M | -16.6% | -29.5% | +12.9% | -15.3% |
| YTD | -28.5% | -35.4% | +6.9% | -26.8% |
| 1Y | -34.6% | -22.4% | -12.2% | -34.8% |
| 3Y | -3.5% | +146.3% | -149.8% | -26.4% |
| 5Y | -25.6% | -32.0% | +6.4% | -37.5% |
| All | -25.6% | -31.9% | +6.3% | -37.5% |
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 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