-21.8%
ALHC vs TAP
-4.5%
-17.3%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | -0.6% | -2.3% | +1.7% | -0.2% |
| 30D | -1.0% | -2.1% | +1.1% | -0.6% |
| 3M | -10.2% | +6.6% | -16.8% | -11.4% |
| 6M | -28.3% | -11.5% | -16.8% | -26.9% |
| YTD | -31.4% | -10.3% | -21.2% | -30.6% |
| 1Y | -16.9% | -14.4% | -2.5% | -15.3% |
| 3Y | +135.5% | -28.3% | +163.8% | +144.6% |
| 5Y | -33.6% | +1.7% | -35.3% | -34.7% |
| All | -21.8% | -4.5% | -17.3% | -25.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling