-21.8%
ALHC vs TKO
+261.0%
-282.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.2% |
| 7D | -0.6% | +0.7% | -1.3% | -0.7% |
| 30D | -1.0% | +1.6% | -2.6% | -1.3% |
| 3M | -10.2% | -7.8% | -2.4% | -9.5% |
| 6M | -28.3% | -13.3% | -15.0% | -27.3% |
| YTD | -31.4% | -10.3% | -21.1% | -30.8% |
| 1Y | -16.9% | -0.6% | -16.3% | -17.4% |
| 3Y | +135.5% | +88.5% | +47.0% | +110.0% |
| 5Y | -33.6% | +284.7% | -318.3% | -49.7% |
| All | -21.8% | +261.0% | -282.7% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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