-29.7%
ALB vs ALHC
-61.8%
+32.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | 0.0% |
| 7D | +9.5% | +3.9% | +5.6% | +8.9% |
| 30D | -2.1% | -3.6% | +1.5% | -1.9% |
| 3M | -24.1% | -49.4% | +25.3% | -18.6% |
| 6M | -51.0% | -59.5% | +8.4% | -46.8% |
| YTD | -29.3% | -63.2% | +33.9% | -22.9% |
| 1Y | +3.2% | -55.5% | +58.6% | +9.8% |
| 3Y | -9.3% | +23.0% | -32.3% | -22.6% |
| 5Y | -61.6% | -65.7% | +4.1% | -64.2% |
| All | -29.7% | -61.8% | +32.2% | -39.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling