-39.0%
ALK vs ALHC
-61.8%
+22.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.0% | +8.0% | +7.2% |
| 7D | +8.9% | +3.9% | +5.0% | +8.5% |
| 30D | +5.9% | -3.6% | +9.6% | +6.2% |
| 3M | -16.5% | -49.4% | +32.9% | -11.2% |
| 6M | +2.1% | -59.5% | +61.6% | +9.8% |
| YTD | -17.1% | -63.2% | +46.1% | -10.4% |
| 1Y | -2.9% | -55.5% | +52.6% | +3.0% |
| 3Y | +24.5% | +23.0% | +1.5% | +11.2% |
| 5Y | -29.1% | -65.7% | +36.6% | -30.9% |
| All | -39.0% | -61.8% | +22.9% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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