+21.1%
ALNY vs ALHC
-61.4%
+82.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.9% | +7.2% | +5.6% |
| 7D | +5.8% | +0.3% | +5.6% | +5.7% |
| 30D | -26.5% | -10.6% | -15.9% | -25.5% |
| 3M | -27.3% | -45.3% | +18.0% | -22.4% |
| 6M | -43.4% | -59.7% | +16.3% | -38.3% |
| YTD | -58.5% | -62.7% | +4.2% | -54.6% |
| 1Y | -63.6% | -56.1% | -7.5% | -61.2% |
| 3Y | 0.0% | +21.3% | -21.2% | -12.3% |
| 5Y | -3.4% | -66.0% | +62.6% | -6.3% |
| All | +21.1% | -61.4% | +82.5% | +11.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling