+229.4%
AG vs ALHC
+21.9%
+207.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.9% | +4.7% | +2.1% |
| 7D | +6.3% | +1.0% | +5.3% | +6.2% |
| 30D | -8.9% | -14.2% | +5.2% | -7.9% |
| 3M | -12.2% | -45.1% | +32.9% | -8.3% |
| 6M | -28.3% | -59.5% | +31.2% | -23.3% |
| YTD | -8.8% | -62.8% | +54.0% | -2.1% |
| 1Y | +39.4% | -55.5% | +94.8% | +47.5% |
| 3Y | +229.4% | +25.7% | +203.7% | +198.8% |
| All | +229.4% | +21.9% | +207.5% | +198.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling