+178.6%
APA vs ALHC
-61.5%
+240.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.9% | +5.6% | +2.7% |
| 7D | -15.5% | +1.0% | -16.5% | -15.6% |
| 30D | +2.4% | -14.2% | +16.5% | +2.7% |
| 3M | +22.8% | -45.1% | +67.9% | +24.4% |
| 6M | +17.9% | -59.5% | +77.5% | +20.1% |
| YTD | +87.7% | -62.8% | +150.5% | +91.2% |
| 1Y | +94.2% | -55.5% | +149.7% | +95.7% |
| 3Y | +27.2% | +25.7% | +1.5% | +15.3% |
| 5Y | +74.1% | -66.8% | +140.9% | +62.8% |
| All | +178.6% | -61.5% | +240.0% | +151.8% |
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