-53.3%
ALHC vs ABCL
+201.0%
-254.3%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.4% | +0.4% |
| 7D | -5.5% | -2.7% | -2.8% | -5.4% |
| 30D | -4.9% | -5.4% | +0.5% | -4.8% |
| 3M | -41.7% | +22.4% | -64.2% | -42.3% |
| 6M | -55.2% | +127.6% | -182.8% | -57.2% |
| YTD | -61.1% | +249.4% | -310.5% | -64.5% |
| 1Y | -53.3% | +198.0% | -251.3% | -56.4% |
| All | -53.3% | +201.0% | -254.3% | -56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling