-65.8%
ALHC vs ABCL
-30.0%
-35.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -9.4% | +2.2% | -5.8% |
| 7D | -6.2% | -14.9% | +8.7% | -4.0% |
| 30D | -9.7% | -15.4% | +5.7% | -7.8% |
| 3M | -44.7% | +88.0% | -132.7% | -51.0% |
| 6M | -58.7% | +138.8% | -197.5% | -65.4% |
| YTD | -61.7% | +225.4% | -287.2% | -70.1% |
| 1Y | -55.7% | +137.3% | -193.0% | -63.6% |
| 3Y | +25.6% | +136.8% | -111.2% | -2.6% |
| 5Y | -65.8% | -26.2% | -39.5% | -64.7% |
| All | -65.8% | -30.0% | -35.7% | -64.7% |
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