-51.9%
ALHC vs ADVB
-97.5%
+45.7%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.2% | -7.1% | -3.1% |
| 7D | +1.0% | -13.9% | +14.9% | +1.6% |
| 30D | -14.2% | -68.1% | +54.0% | -10.6% |
| 3M | -45.1% | -73.4% | +28.2% | -42.7% |
| 6M | -59.5% | -70.8% | +11.3% | -58.8% |
| YTD | -62.8% | -66.1% | +3.3% | -63.3% |
| 1Y | -55.5% | -77.5% | +22.0% | -55.9% |
| All | -51.9% | -97.5% | +45.7% | -53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 10y: compounded portfolio wealth divided by compounded ADVB 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…
10y analysis · Full analysis span regression · 6 months rolling