+207.4%
ALAB vs ALHC
+49.5%
+158.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.9% | +9.2% | +6.3% |
| 7D | -26.3% | +1.0% | -27.2% | -26.2% |
| 30D | -50.1% | -14.2% | -36.0% | -50.0% |
| 3M | -42.5% | -45.1% | +2.7% | -42.4% |
| 6M | -10.8% | -59.5% | +48.7% | -10.6% |
| YTD | +14.6% | -62.8% | +77.5% | +14.5% |
| 1Y | +17.1% | -55.5% | +72.6% | +17.0% |
| All | +207.4% | +49.5% | +158.0% | +239.4% |
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