+343.3%
AHR vs ALC
-13.1%
+356.4%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | -2.1% | -6.3% | +4.3% | -0.9% |
| 30D | +1.9% | -10.3% | +12.1% | +3.8% |
| 3M | +15.7% | -0.7% | +16.4% | +15.5% |
| 6M | +2.5% | -17.8% | +20.4% | +5.6% |
| YTD | +15.0% | -15.8% | +30.8% | +17.7% |
| 1Y | +28.1% | -16.7% | +44.8% | +31.4% |
| All | +343.3% | -13.1% | +356.4% | +370.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling