+25.7%
ALHC vs TAP
-23.7%
+49.4%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.5% | +1.6% | -2.3% |
| 7D | +1.0% | +0.5% | +0.4% | +0.9% |
| 30D | -14.2% | +9.1% | -23.3% | -15.2% |
| 3M | -45.1% | -3.8% | -41.3% | -44.9% |
| 6M | -59.5% | -3.4% | -56.1% | -59.4% |
| YTD | -62.8% | -10.6% | -52.2% | -62.6% |
| 1Y | -55.5% | -4.4% | -51.1% | -55.6% |
| 3Y | +25.7% | -24.4% | +50.1% | +21.6% |
| All | +25.7% | -23.7% | +49.4% | +21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling