-55.7%
ALHC vs TAP
-5.8%
-49.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.3% | +5.2% | +5.4% |
| 7D | +3.8% | -4.5% | +8.3% | +4.8% |
| 30D | +1.7% | +7.5% | -5.8% | +0.2% |
| 3M | -44.3% | -4.9% | -39.5% | -43.9% |
| 6M | -57.2% | -3.5% | -53.7% | -57.1% |
| YTD | -61.2% | -11.4% | -49.8% | -60.6% |
| 1Y | -53.2% | -10.8% | -42.4% | -52.6% |
| 3Y | +27.8% | -24.5% | +52.3% | +31.1% |
| 5Y | -65.4% | +2.5% | -67.8% | -65.9% |
| All | -55.7% | -5.8% | -49.9% | -57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling