-50.4%
ALHC vs ADVB
-97.6%
+47.2%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -9.5% | +2.4% | -6.7% |
| 7D | -6.2% | -28.0% | +21.8% | -4.9% |
| 30D | -9.7% | -70.2% | +60.5% | -5.7% |
| 3M | -44.7% | -76.1% | +31.3% | -42.0% |
| 6M | -58.7% | -72.3% | +13.6% | -57.9% |
| YTD | -61.7% | -67.5% | +5.7% | -62.1% |
| 1Y | -55.7% | -78.6% | +22.9% | -56.0% |
| All | -50.4% | -97.6% | +47.2% | -51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling