+60.7%
ALLY vs ALHC
+25.6%
+35.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -7.1% | +5.8% | -0.8% |
| 7D | -1.1% | -6.2% | +5.1% | -0.7% |
| 30D | +4.2% | -9.7% | +13.8% | +4.8% |
| 3M | -12.4% | -44.7% | +32.3% | -8.8% |
| 6M | -8.7% | -58.7% | +50.0% | -3.6% |
| YTD | -11.6% | -61.7% | +50.1% | -6.6% |
| 1Y | +0.2% | -55.7% | +55.8% | +4.5% |
| All | +60.7% | +25.6% | +35.1% | +49.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling