+23.0%
ALHC vs JAAA
+18.5%
+4.5%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +3.9% | +0.1% | +3.8% | +3.9% |
| 30D | -3.6% | +0.4% | -4.0% | -3.5% |
| 3M | -49.4% | +1.1% | -50.6% | -49.1% |
| 6M | -59.5% | +2.3% | -61.7% | -59.0% |
| YTD | -63.2% | +3.9% | -67.1% | -62.2% |
| 1Y | -55.5% | +4.8% | -60.3% | -53.7% |
| 3Y | +23.0% | +18.4% | +4.6% | +59.2% |
| All | +23.0% | +18.5% | +4.5% | +59.2% |
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 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