-7.3%
ALB vs ALHC
-52.7%
+45.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +5.5% | -9.7% | -4.7% |
| 7D | +5.3% | +3.8% | +1.5% | +4.8% |
| 30D | -6.3% | +1.7% | -7.9% | -6.6% |
| 3M | -27.4% | -44.3% | +16.9% | -24.4% |
| 6M | -53.1% | -57.2% | +4.1% | -50.7% |
| YTD | -32.3% | -61.2% | +28.8% | -30.1% |
| 1Y | -7.3% | -53.2% | +45.9% | -12.1% |
| All | -7.3% | -52.7% | +45.4% | -12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling