-52.4%
ALHC vs JAAA
+4.8%
-57.1%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.1% | 0.0% | +10.1% | +10.1% |
| 7D | -0.5% | +0.2% | -0.6% | -1.6% |
| 30D | -4.2% | +0.4% | -4.7% | -7.4% |
| 3M | -39.8% | +1.2% | -41.0% | -44.8% |
| 6M | -57.7% | +2.3% | -60.1% | -64.9% |
| YTD | -58.8% | +3.9% | -62.6% | -66.6% |
| 1Y | -52.4% | +4.8% | -57.2% | -58.7% |
| All | -52.4% | +4.8% | -57.1% | -58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 1y: compounded portfolio wealth divided by compounded JAAA 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…
1y analysis · Full analysis span regression · 6 months rolling