+132.2%
AG vs ALHC
-19.3%
+151.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.2% | +5.3% | +2.5% |
| 7D | -0.1% | -4.1% | +4.0% | +0.4% |
| 30D | +12.5% | -5.4% | +17.9% | +13.1% |
| 3M | +28.2% | -32.1% | +60.3% | +35.0% |
| 6M | -18.8% | -28.5% | +9.6% | -15.1% |
| YTD | +27.4% | -34.0% | +61.4% | +33.0% |
| 1Y | +132.2% | -20.9% | +153.1% | +112.6% |
| All | +132.2% | -19.3% | +151.5% | +112.6% |
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