+178.1%
APA vs ALHC
-61.8%
+239.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.2% |
| 7D | -8.7% | +3.9% | -12.6% | -8.9% |
| 30D | -2.4% | -3.6% | +1.2% | -2.4% |
| 3M | +19.0% | -49.4% | +68.4% | +20.9% |
| 6M | +26.8% | -59.5% | +86.3% | +29.0% |
| YTD | +87.3% | -63.2% | +150.5% | +90.9% |
| 1Y | +92.3% | -55.5% | +147.8% | +93.7% |
| 3Y | +37.3% | +23.0% | +14.2% | +24.6% |
| 5Y | +73.2% | -65.7% | +138.9% | +61.8% |
| All | +178.1% | -61.8% | +239.9% | +151.4% |
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