-10.7%
ALB vs ALHC
-28.9%
+18.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | -8.1% | -0.6% | -7.5% | -8.0% |
| 30D | +6.3% | -1.0% | +7.3% | +6.3% |
| 3M | -23.6% | -10.2% | -13.4% | -23.7% |
| 6M | -24.6% | -28.3% | +3.7% | -23.1% |
| YTD | -10.3% | -31.4% | +21.2% | -8.2% |
| 1Y | +61.5% | -16.9% | +78.4% | +60.7% |
| 3Y | -34.0% | +135.5% | -169.5% | -47.9% |
| 5Y | -44.6% | -33.6% | -11.0% | -51.8% |
| All | -10.7% | -28.9% | +18.2% | -27.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling