+0.2%
ALLY vs ALHC
-61.5%
+61.7%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -1.4% |
| 7D | +0.9% | +1.0% | 0.0% | +0.8% |
| 30D | +3.1% | -14.2% | +17.2% | +4.4% |
| 3M | -12.6% | -45.1% | +32.6% | -7.9% |
| 6M | -12.4% | -59.5% | +47.1% | -6.1% |
| YTD | -13.2% | -62.8% | +49.7% | -6.5% |
| 1Y | +1.8% | -55.5% | +57.3% | +7.5% |
| 3Y | +58.0% | +25.7% | +32.3% | +43.3% |
| 5Y | -8.4% | -66.8% | +58.4% | -13.7% |
| All | +0.2% | -61.5% | +61.7% | -7.3% |
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