-40.4%
APTV vs ALHC
-16.6%
-23.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | +4.8% | -0.6% | +5.4% | +4.8% |
| 30D | +2.0% | -1.0% | +3.0% | +2.0% |
| 3M | -34.2% | -10.2% | -24.1% | -34.0% |
| 6M | -34.7% | -28.3% | -6.4% | -34.2% |
| YTD | -37.0% | -31.4% | -5.5% | -37.7% |
| 1Y | -40.4% | -16.9% | -23.5% | -43.1% |
| All | -40.4% | -16.6% | -23.8% | -43.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling