+155.0%
APH vs ALHC
-28.9%
+183.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +1.0% | -48.8% | -47.9% |
| 7D | -48.7% | -0.1% | -48.6% | -48.7% |
| 30D | -51.9% | -1.0% | -50.9% | -52.0% |
| 3M | -43.6% | -10.2% | -33.4% | -43.5% |
| 6M | -37.5% | -28.3% | -9.2% | -36.6% |
| YTD | -38.6% | -31.4% | -7.2% | -37.6% |
| 1Y | -26.3% | -16.9% | -9.4% | -26.2% |
| 3Y | +89.2% | +135.5% | -46.3% | +66.0% |
| 5Y | +119.8% | -33.6% | +153.4% | +106.4% |
| All | +155.0% | -28.9% | +183.9% | +130.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling