+90.9%
ALNY vs ALHC
-29.3%
+120.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.2% |
| 7D | +5.7% | -1.0% | +6.6% | +5.8% |
| 30D | +18.7% | -6.3% | +25.0% | +19.5% |
| 3M | -11.0% | -12.3% | +1.3% | -11.2% |
| 6M | -18.9% | -27.0% | +8.1% | -17.6% |
| YTD | -34.6% | -31.8% | -2.7% | -33.1% |
| 1Y | -42.8% | -17.0% | -25.8% | -43.3% |
| 3Y | +29.1% | +159.8% | -130.7% | +1.8% |
| 5Y | +39.6% | -25.1% | +64.7% | +25.0% |
| All | +90.9% | -29.3% | +120.2% | +65.0% |
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