+9.5%
ALC vs ALHC
-61.5%
+71.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -1.9% |
| 7D | +4.9% | +1.0% | +3.9% | +4.8% |
| 30D | +19.0% | -14.2% | +33.1% | +19.8% |
| 3M | +7.8% | -45.1% | +52.9% | +11.2% |
| 6M | +14.6% | -59.5% | +74.1% | +19.5% |
| YTD | -4.4% | -62.8% | +58.4% | -0.1% |
| 1Y | +1.4% | -55.5% | +56.9% | +4.8% |
| 3Y | +2.5% | +25.7% | -23.2% | -5.2% |
| 5Y | -10.9% | -66.8% | +55.9% | -11.9% |
| All | +9.5% | -61.5% | +71.0% | +7.5% |
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