+161.4%
ALHC vs JAAA
+18.9%
+142.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -0.6% | +0.2% | -0.8% | -0.4% |
| 30D | -1.0% | +0.5% | -1.6% | -0.5% |
| 3M | -10.2% | +1.3% | -11.4% | -9.1% |
| 6M | -28.3% | +2.7% | -30.9% | -26.6% |
| YTD | -31.4% | +3.2% | -34.6% | -29.2% |
| 1Y | -16.9% | +4.9% | -21.9% | -11.4% |
| All | +161.4% | +18.9% | +142.5% | +313.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling