+149.1%
ALL vs ALHC
-61.8%
+211.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.4% |
| 7D | -3.9% | +3.9% | -7.7% | -4.0% |
| 30D | +10.6% | -3.6% | +14.3% | +10.7% |
| 3M | -4.6% | -49.4% | +44.9% | -2.4% |
| 6M | +20.2% | -59.5% | +79.6% | +23.4% |
| YTD | +23.7% | -63.2% | +86.9% | +27.2% |
| 1Y | +27.9% | -55.5% | +83.4% | +30.5% |
| 3Y | +109.2% | +23.0% | +86.1% | +104.1% |
| 5Y | +148.0% | -65.7% | +213.7% | +136.9% |
| All | +149.1% | -61.8% | +211.0% | +136.7% |
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