+404.3%
AGI vs ALHC
-27.5%
+431.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.5% | +1.5% |
| 7D | +2.2% | -4.1% | +6.3% | +2.5% |
| 30D | +11.3% | -5.4% | +16.7% | +11.6% |
| 3M | +5.6% | -32.1% | +37.8% | +8.2% |
| 6M | -27.7% | -28.5% | +0.8% | -26.6% |
| YTD | -4.1% | -34.0% | +29.9% | -2.4% |
| 1Y | +13.8% | -20.9% | +34.7% | +14.1% |
| 3Y | +217.0% | +151.5% | +65.5% | +182.7% |
| 5Y | +404.3% | -28.8% | +433.2% | +383.1% |
| All | +404.3% | -27.5% | +431.8% | +383.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling