-21.1%
ADSK vs ALHC
-29.3%
+8.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.6% |
| 7D | -14.3% | -1.0% | -13.4% | -14.2% |
| 30D | -14.8% | -6.3% | -8.5% | -14.3% |
| 3M | -5.7% | -12.3% | +6.6% | -5.6% |
| 6M | -18.7% | -27.0% | +8.3% | -17.6% |
| YTD | -28.3% | -31.8% | +3.5% | -27.0% |
| 1Y | -35.1% | -17.0% | -18.0% | -35.6% |
| 3Y | -3.2% | +159.8% | -163.0% | -25.2% |
| 5Y | -26.7% | -25.1% | -1.6% | -36.3% |
| All | -21.1% | -29.3% | +8.2% | -35.0% |
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