+272.3%
ALAB vs ALHC
+56.6%
+215.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.3% | +6.6% | +6.8% |
| 7D | +3.4% | -5.5% | +9.0% | +3.5% |
| 30D | -28.8% | -4.9% | -23.8% | -28.7% |
| 3M | -26.0% | -41.7% | +15.8% | -25.9% |
| 6M | +11.4% | -55.2% | +66.5% | +11.5% |
| YTD | +38.8% | -61.1% | +99.9% | +38.5% |
| 1Y | +37.8% | -53.3% | +91.2% | +37.5% |
| All | +272.3% | +56.6% | +215.6% | +310.7% |
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