+35.1%
APD vs ALHC
-51.4%
+86.5%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +10.1% | -8.3% | +1.6% |
| 7D | +3.8% | -0.5% | +4.3% | +3.8% |
| 30D | +14.1% | -4.2% | +18.3% | +14.1% |
| 3M | +8.2% | -39.8% | +48.0% | +9.4% |
| 6M | +7.5% | -57.7% | +65.3% | +9.3% |
| YTD | +31.7% | -58.8% | +90.4% | +33.0% |
| 1Y | +35.1% | -52.4% | +87.4% | +37.1% |
| All | +35.1% | -51.4% | +86.5% | +37.1% |
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