-2.8%
ALLY vs ALHC
-54.5%
+51.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.5% |
| 7D | -2.1% | -0.8% | -1.3% | -2.1% |
| 30D | +2.0% | -9.6% | +11.6% | +2.7% |
| 3M | -13.3% | -44.5% | +31.2% | -9.9% |
| 6M | -9.9% | -59.2% | +49.3% | -5.0% |
| YTD | -13.5% | -62.0% | +48.5% | -11.8% |
| 1Y | -2.8% | -54.8% | +52.0% | -7.9% |
| All | -2.8% | -54.5% | +51.7% | -7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling