+21.3%
ALHC vs EXEL
+230.5%
-209.2%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.8% |
| 7D | +0.3% | -0.8% | +1.1% | +0.3% |
| 30D | -10.6% | +13.1% | -23.7% | -11.2% |
| 3M | -45.3% | +36.3% | -81.7% | -46.5% |
| 6M | -59.7% | +34.5% | -94.2% | -60.3% |
| YTD | -62.7% | +57.4% | -120.2% | -63.3% |
| 1Y | -56.1% | +62.9% | -119.0% | -56.8% |
| 3Y | +21.3% | +229.5% | -208.3% | +27.8% |
| All | +21.3% | +230.5% | -209.2% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 3y: compounded portfolio wealth divided by compounded EXEL 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…
3y analysis · Full analysis span regression · 6 months rolling