+12.4%
APD vs ALHC
+21.9%
-9.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | -1.4% |
| 7D | -3.7% | +1.0% | -4.6% | -3.7% |
| 30D | +9.6% | -14.2% | +23.8% | +9.9% |
| 3M | +1.6% | -45.1% | +46.8% | +2.7% |
| 6M | +2.2% | -59.5% | +61.7% | +3.8% |
| YTD | +25.9% | -62.8% | +88.7% | +27.9% |
| 1Y | +20.1% | -55.5% | +75.6% | +21.6% |
| 3Y | +12.4% | +25.7% | -13.3% | +25.7% |
| All | +12.4% | +21.9% | -9.5% | +25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling