-26.4%
ALB vs ALHC
+141.7%
-168.1%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.6% |
| 7D | -4.4% | -1.0% | -3.4% | -4.3% |
| 30D | -1.2% | -6.3% | +5.2% | -0.8% |
| 3M | -13.3% | -12.3% | -1.0% | -13.4% |
| 6M | -19.8% | -27.0% | +7.2% | -19.0% |
| YTD | -7.9% | -31.8% | +23.9% | -6.8% |
| 1Y | +60.2% | -17.0% | +77.2% | +59.6% |
| 3Y | -26.4% | +159.8% | -186.3% | -45.9% |
| All | -26.4% | +141.7% | -168.1% | -45.9% |
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