-9.0%
ALLY vs ALHC
-66.2%
+57.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.0% |
| 7D | +0.4% | +0.3% | +0.1% | +0.3% |
| 30D | +5.2% | -10.6% | +15.8% | +6.4% |
| 3M | -13.3% | -45.3% | +32.0% | -8.2% |
| 6M | -6.7% | -59.7% | +53.1% | +0.9% |
| YTD | -12.8% | -62.7% | +49.9% | -5.5% |
| 1Y | +0.7% | -56.1% | +56.8% | +6.9% |
| 3Y | +65.2% | +21.3% | +44.0% | +47.3% |
| All | -9.0% | -66.2% | +57.3% | -9.2% |
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