+3.0%
ALLY vs ALHC
-33.5%
+36.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.3% |
| 7D | +3.7% | -0.6% | +4.3% | +3.7% |
| 30D | -2.3% | -1.0% | -1.2% | -2.2% |
| 3M | +3.8% | -10.2% | +14.0% | +3.7% |
| 6M | +9.7% | -28.3% | +38.0% | +11.8% |
| YTD | -1.4% | -31.4% | +30.0% | +0.7% |
| 1Y | +8.2% | -16.9% | +25.2% | +8.0% |
| 3Y | +66.5% | +135.5% | -69.0% | +39.1% |
| All | +3.0% | -33.5% | +36.5% | -8.4% |
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