-9.6%
ALLY vs ALHC
-63.9%
+54.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.5% | -7.7% | -2.8% |
| 7D | -0.7% | +3.8% | -4.4% | -1.1% |
| 30D | +1.1% | +1.7% | -0.5% | +0.8% |
| 3M | -13.2% | -44.3% | +31.2% | -8.2% |
| 6M | -13.5% | -57.2% | +43.8% | -7.1% |
| YTD | -14.3% | -61.2% | +46.9% | -7.5% |
| 1Y | -1.1% | -53.2% | +52.0% | +4.2% |
| 3Y | +62.0% | +27.8% | +34.2% | +43.7% |
| 5Y | -9.6% | -65.4% | +55.7% | -11.4% |
| All | -9.6% | -63.9% | +54.2% | -11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling