+344.9%
AHR vs ALC
-9.9%
+354.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.3% |
| 7D | -4.3% | -5.3% | +0.9% | -3.4% |
| 30D | -3.1% | -7.1% | +4.0% | -1.8% |
| 3M | +15.7% | +0.8% | +14.9% | +15.2% |
| 6M | +4.1% | -16.0% | +20.1% | +6.8% |
| YTD | +15.4% | -12.7% | +28.2% | +17.4% |
| 1Y | +28.0% | -12.8% | +40.8% | +30.1% |
| All | +344.9% | -9.9% | +354.8% | +369.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling