-11.6%
ALC vs ALHC
-64.2%
+52.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +11.3% |
| 6M | +14.6% | -59.5% | +74.1% | +19.6% |
| 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% | -5.8% |
| All | -11.6% | -64.2% | +52.6% | -12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling