-65.7%
ALHC vs ABCL
-18.8%
-46.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.2% | -6.2% | -1.7% |
| 7D | +3.9% | +12.4% | -8.6% | +2.1% |
| 30D | -3.6% | -0.4% | -3.3% | -3.8% |
| 3M | -49.4% | +80.4% | -129.8% | -54.8% |
| 6M | -59.5% | +138.5% | -198.0% | -66.0% |
| YTD | -63.2% | +265.5% | -328.7% | -71.9% |
| 1Y | -55.5% | +219.7% | -275.2% | -65.3% |
| 3Y | +23.0% | +209.4% | -186.4% | -10.9% |
| 5Y | -65.7% | -15.0% | -50.7% | -64.5% |
| All | -65.7% | -18.8% | -46.9% | -64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling