+268.0%
APH vs ALHC
-62.4%
+330.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -7.1% | -2.2% | -8.8% |
| 7D | -12.7% | -6.2% | -6.5% | -12.3% |
| 30D | -19.2% | -9.7% | -9.5% | -18.7% |
| 3M | -16.7% | -44.7% | +28.1% | -13.3% |
| 6M | +5.1% | -58.7% | +63.8% | +11.0% |
| YTD | +6.6% | -61.7% | +68.3% | +12.7% |
| 1Y | +3.9% | -55.7% | +59.6% | +8.6% |
| 3Y | +246.0% | +25.6% | +220.4% | +218.1% |
| 5Y | +268.0% | -65.8% | +333.8% | +260.2% |
| All | +268.0% | -62.4% | +330.4% | +260.2% |
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