+10.0%
APD vs ALHC
-64.2%
+74.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +10.2% |
| 3M | +1.6% | -45.1% | +46.8% | +4.1% |
| 6M | +2.2% | -59.5% | +61.7% | +5.8% |
| YTD | +25.9% | -62.8% | +88.7% | +30.4% |
| 1Y | +20.1% | -55.5% | +75.6% | +23.3% |
| 3Y | +12.4% | +25.7% | -13.3% | +5.4% |
| All | +10.0% | -64.2% | +74.2% | +5.8% |
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