-20.9%
ALHC vs JAAA
+4.9%
-25.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.3% |
| 7D | -4.1% | +0.1% | -4.2% | -4.7% |
| 30D | -5.4% | +0.5% | -5.9% | -8.2% |
| 3M | -32.1% | +1.2% | -33.4% | -37.8% |
| 6M | -28.5% | +2.7% | -31.2% | -42.1% |
| YTD | -34.0% | +3.2% | -37.2% | -46.3% |
| 1Y | -20.9% | +4.8% | -25.7% | -38.2% |
| All | -20.9% | +4.9% | -25.8% | -38.2% |
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