+385.3%
AGI vs ALHC
-28.9%
+414.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +0.6% | -0.6% | +1.2% | +0.6% |
| 30D | +18.2% | -1.0% | +19.3% | +18.2% |
| 3M | -4.1% | -10.2% | +6.0% | -3.9% |
| 6M | -28.7% | -28.3% | -0.4% | -27.6% |
| YTD | -4.0% | -31.4% | +27.5% | -2.4% |
| 1Y | +17.4% | -16.9% | +34.3% | +17.4% |
| 3Y | +203.0% | +135.5% | +67.5% | +169.8% |
| 5Y | +376.7% | -33.6% | +410.3% | +366.5% |
| All | +385.3% | -28.9% | +414.2% | +357.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling