+8.3%
ALC vs ALHC
-61.4%
+69.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.9% | +5.1% | +3.3% |
| 7D | -1.1% | +0.3% | -1.4% | -1.1% |
| 30D | +16.0% | -10.6% | +26.6% | +16.7% |
| 3M | +0.8% | -45.3% | +46.1% | +4.1% |
| 6M | +16.8% | -59.7% | +76.6% | +21.9% |
| YTD | -5.5% | -62.7% | +57.2% | -1.2% |
| 1Y | -5.3% | -56.1% | +50.9% | -2.0% |
| 3Y | +4.1% | +21.3% | -17.2% | -3.4% |
| 5Y | -7.1% | -66.0% | +58.9% | -8.2% |
| All | +8.3% | -61.4% | +69.7% | +6.3% |
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