+95.5%
APA vs ALHC
-53.4%
+148.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.3% | +3.3% | +3.6% |
| 7D | +5.1% | -5.5% | +10.6% | +4.5% |
| 30D | +0.3% | -4.9% | +5.2% | +0.1% |
| 3M | +15.6% | -41.7% | +57.4% | +10.5% |
| 6M | +28.9% | -55.2% | +84.1% | +21.3% |
| YTD | +96.6% | -61.1% | +157.6% | +82.4% |
| 1Y | +95.5% | -53.3% | +148.9% | +79.0% |
| All | +95.5% | -53.4% | +148.9% | +79.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling