+405.1%
APH vs ALHC
-59.7%
+464.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.5% | -6.4% | -1.3% |
| 7D | -5.0% | +3.8% | -8.8% | -5.4% |
| 30D | -8.4% | +1.7% | -10.0% | -8.6% |
| 3M | -4.5% | -44.3% | +39.8% | -0.8% |
| 6M | +25.3% | -57.2% | +82.5% | +31.8% |
| YTD | +18.9% | -61.2% | +80.1% | +25.5% |
| 1Y | +11.9% | -53.2% | +65.1% | +16.5% |
| 3Y | +278.0% | +27.8% | +250.1% | +248.3% |
| 5Y | +306.4% | -65.4% | +371.8% | +299.6% |
| All | +405.1% | -59.7% | +464.8% | +373.9% |
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