+25.4%
APD vs ALHC
-59.7%
+85.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.5% | -5.1% | +0.1% |
| 7D | -0.2% | +3.8% | -4.0% | -0.4% |
| 30D | +11.0% | +1.7% | +9.4% | +10.8% |
| 3M | +2.0% | -44.3% | +46.3% | +4.4% |
| 6M | +7.1% | -57.2% | +64.3% | +10.4% |
| YTD | +29.8% | -61.2% | +90.9% | +34.1% |
| 1Y | +24.0% | -53.2% | +77.2% | +26.9% |
| 3Y | +27.2% | +27.8% | -0.7% | +19.9% |
| 5Y | +12.8% | -65.4% | +78.2% | +10.5% |
| All | +25.4% | -59.7% | +85.2% | +19.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling