-31.2%
ALHC vs ABCL
-41.3%
+10.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.1% |
| 7D | -0.6% | +0.7% | -1.3% | -0.7% |
| 30D | -1.0% | +93.1% | -94.1% | -11.4% |
| 3M | -10.2% | +79.4% | -89.6% | -19.1% |
| 6M | -28.3% | +214.9% | -243.2% | -41.9% |
| YTD | -31.4% | +234.2% | -265.7% | -45.6% |
| 1Y | -16.9% | +174.8% | -191.7% | -33.1% |
| 3Y | +135.5% | +104.5% | +31.0% | +93.3% |
| All | -31.2% | -41.3% | +10.1% | -36.5% |
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