-21.8%
ALHC vs JAAA
+27.4%
-49.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | -0.6% | +0.2% | -0.8% | -0.6% |
| 30D | -1.0% | +0.5% | -1.6% | -1.2% |
| 3M | -10.2% | +1.3% | -11.4% | -10.5% |
| 6M | -28.3% | +2.7% | -30.9% | -28.9% |
| YTD | -31.4% | +3.2% | -34.6% | -32.0% |
| 1Y | -16.9% | +4.9% | -21.9% | -17.7% |
| 3Y | +135.5% | +19.0% | +116.5% | +120.2% |
| 5Y | -33.6% | +26.8% | -60.4% | -39.3% |
| All | -21.8% | +27.4% | -49.2% | -26.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling