+27.1%
APD vs ALHC
-61.4%
+88.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.2% |
| 7D | +3.8% | +0.3% | +3.6% | +3.8% |
| 30D | +8.2% | -10.6% | +18.8% | +8.7% |
| 3M | +4.3% | -45.3% | +49.6% | +6.8% |
| 6M | +4.7% | -59.7% | +64.4% | +8.3% |
| YTD | +31.5% | -62.7% | +94.3% | +36.2% |
| 1Y | +23.5% | -56.1% | +79.7% | +26.8% |
| 3Y | +29.1% | +21.3% | +7.9% | +22.0% |
| 5Y | +15.9% | -66.0% | +81.9% | +13.7% |
| All | +27.1% | -61.4% | +88.5% | +21.1% |
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 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