+88.8%
APA vs ALHC
-65.9%
+154.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.5% | +4.4% | +2.0% |
| 7D | +9.6% | -0.8% | +10.4% | +9.6% |
| 30D | -0.2% | -9.6% | +9.4% | 0.0% |
| 3M | +19.8% | -44.5% | +64.4% | +21.7% |
| 6M | +30.1% | -59.2% | +89.3% | +32.8% |
| YTD | +100.4% | -62.0% | +162.4% | +104.6% |
| 1Y | +105.2% | -54.8% | +160.0% | +107.0% |
| 3Y | +44.6% | +25.0% | +19.6% | +28.6% |
| 5Y | +88.8% | -65.3% | +154.1% | +90.5% |
| All | +88.8% | -65.9% | +154.7% | +90.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling