-19.0%
ADSK vs ALHC
-66.2%
+47.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.1% |
| 7D | +1.0% | +0.3% | +0.8% | +1.0% |
| 30D | +14.4% | -10.6% | +25.0% | +15.4% |
| 3M | +2.5% | -45.3% | +47.8% | +8.0% |
| 6M | +14.5% | -59.7% | +74.2% | +22.8% |
| YTD | -10.7% | -62.7% | +52.1% | -4.1% |
| 1Y | -11.0% | -56.1% | +45.1% | -6.6% |
| 3Y | +25.9% | +21.3% | +4.6% | +4.5% |
| All | -19.0% | -66.2% | +47.3% | -30.1% |
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