+33.4%
AG vs ALHC
-51.4%
+84.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +10.1% | -1.0% | +8.0% |
| 7D | -2.6% | -0.5% | -2.1% | -2.7% |
| 30D | -12.1% | -4.2% | -7.9% | -12.0% |
| 3M | -6.6% | -39.8% | +33.2% | -2.3% |
| 6M | -20.5% | -57.7% | +37.3% | -10.6% |
| YTD | -7.4% | -58.8% | +51.3% | +0.2% |
| 1Y | +33.4% | -52.4% | +85.8% | +33.4% |
| All | +33.4% | -51.4% | +84.8% | +33.4% |
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