+81.7%
ALNY vs ALHC
-33.0%
+114.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -2.0% | -3.8% |
| 7D | -6.4% | -5.8% | -0.6% | -5.7% |
| 30D | +11.9% | -3.3% | +15.2% | +12.3% |
| 3M | -15.0% | -37.9% | +22.9% | -10.8% |
| 6M | -23.2% | -29.5% | +6.3% | -21.7% |
| YTD | -37.8% | -35.4% | -2.4% | -35.9% |
| 1Y | -47.3% | -22.4% | -24.8% | -47.2% |
| 3Y | +22.9% | +146.3% | -123.5% | -2.5% |
| 5Y | +30.6% | -32.0% | +62.6% | +18.2% |
| All | +81.7% | -33.0% | +114.7% | +58.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling