+925.9%
ANET vs ALHC
-33.8%
+959.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.2% | +6.8% | +5.7% |
| 7D | +3.0% | -6.9% | +9.9% | +3.6% |
| 30D | -5.2% | -6.7% | +1.5% | -4.7% |
| 3M | +27.6% | -37.7% | +65.3% | +31.5% |
| 6M | +44.4% | -30.0% | +74.4% | +46.1% |
| YTD | +52.3% | -36.2% | +88.5% | +55.3% |
| 1Y | +30.4% | -22.9% | +53.3% | +30.4% |
| 3Y | +313.3% | +138.4% | +174.9% | +247.0% |
| 5Y | +810.0% | -32.8% | +842.8% | +735.3% |
| All | +925.9% | -33.8% | +959.7% | +808.0% |
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 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