+11.9%
AG vs ALHC
-55.7%
+67.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.9% | -0.6% | -2.2% |
| 7D | -10.0% | +0.3% | -10.2% | -10.0% |
| 30D | -10.5% | -10.6% | +0.1% | -9.4% |
| 3M | -27.3% | -45.3% | +18.1% | -22.9% |
| 6M | -43.0% | -59.7% | +16.7% | -35.8% |
| YTD | -17.9% | -62.7% | +44.8% | -10.6% |
| 1Y | +11.9% | -56.1% | +68.0% | +9.3% |
| All | +11.9% | -55.7% | +67.6% | +9.3% |
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