+45.7%
APA vs ALHC
+25.0%
+20.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.5% | +4.4% | +1.9% |
| 7D | +9.6% | -0.8% | +10.4% | +9.6% |
| 30D | -0.2% | -9.6% | +9.4% | -0.4% |
| 3M | +19.8% | -44.5% | +64.4% | +17.9% |
| 6M | +30.1% | -59.2% | +89.3% | +27.2% |
| YTD | +100.4% | -62.0% | +162.4% | +96.0% |
| 1Y | +105.2% | -54.8% | +160.0% | +100.3% |
| All | +45.7% | +25.0% | +20.7% | +33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling