+28.6%
APD vs ALHC
+28.2%
+0.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.7% | +0.9% |
| 7D | -1.2% | -5.5% | +4.4% | -1.0% |
| 30D | +11.0% | -4.9% | +16.0% | +11.1% |
| 3M | +2.6% | -41.7% | +44.3% | +3.9% |
| 6M | +4.8% | -55.2% | +60.0% | +6.8% |
| YTD | +31.0% | -61.1% | +92.0% | +33.6% |
| 1Y | +23.4% | -53.3% | +76.7% | +25.2% |
| All | +28.6% | +28.2% | +0.4% | +26.4% |
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