+165.6%
APA vs ALHC
-28.9%
+194.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +0.5% | -0.6% | +1.1% | +0.6% |
| 30D | +23.4% | -1.0% | +24.4% | +23.4% |
| 3M | +12.7% | -10.2% | +22.8% | +12.3% |
| 6M | +39.4% | -28.3% | +67.7% | +40.0% |
| YTD | +79.0% | -31.4% | +110.4% | +79.7% |
| 1Y | +88.8% | -16.9% | +105.8% | +87.4% |
| 3Y | +6.4% | +135.5% | -129.1% | -5.6% |
| 5Y | +153.0% | -33.6% | +186.6% | +133.5% |
| All | +165.6% | -28.9% | +194.5% | +136.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling