-11.2%
ALHC vs ADVB
-88.3%
+77.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | -0.6% | -3.8% | +3.2% | -0.5% |
| 30D | -1.0% | +17.6% | -18.6% | -1.8% |
| 3M | -10.2% | +119.1% | -129.3% | -15.4% |
| 6M | -28.3% | +103.4% | -131.7% | -33.1% |
| YTD | -31.4% | +59.8% | -91.3% | -35.8% |
| 1Y | -16.9% | +8.5% | -25.5% | -22.2% |
| All | -11.2% | -88.3% | +77.1% | -18.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling