+15.2%
APD vs ALHC
-65.3%
+80.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.7% | +0.9% |
| 7D | -1.2% | -5.5% | +4.4% | -0.9% |
| 30D | +11.0% | -4.9% | +16.0% | +11.2% |
| 3M | +2.6% | -41.7% | +44.3% | +4.8% |
| 6M | +4.8% | -55.2% | +60.0% | +8.0% |
| YTD | +31.0% | -61.1% | +92.0% | +35.4% |
| 1Y | +23.4% | -53.3% | +76.7% | +26.3% |
| 3Y | +28.4% | +28.2% | +0.2% | +20.3% |
| 5Y | +15.2% | -65.8% | +81.0% | +10.7% |
| All | +15.2% | -65.3% | +80.4% | +10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling