-25.1%
ALHC vs JAAA
+26.4%
-51.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -1.0% | +0.1% | -1.1% | -1.0% |
| 30D | -6.3% | +0.5% | -6.8% | -6.6% |
| 3M | -12.3% | +1.2% | -13.5% | -12.9% |
| 6M | -27.0% | +2.8% | -29.9% | -28.1% |
| YTD | -31.8% | +3.2% | -35.0% | -32.9% |
| 1Y | -17.0% | +4.8% | -21.9% | -18.6% |
| 3Y | +159.8% | +19.0% | +140.9% | +131.4% |
| 5Y | -25.1% | +26.8% | -52.0% | -38.6% |
| All | -25.1% | +26.4% | -51.5% | -38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling