-72.4%
APTV vs ALHC
-60.6%
-11.8%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +0.9% | -1.3% |
| 7D | -5.0% | -0.8% | -4.2% | -4.9% |
| 30D | -12.3% | -9.6% | -2.7% | -11.6% |
| 3M | -19.9% | -44.5% | +24.6% | -16.1% |
| 6M | -29.4% | -59.2% | +29.8% | -24.7% |
| YTD | -49.0% | -62.0% | +13.0% | -45.6% |
| 1Y | -53.1% | -54.8% | +1.7% | -50.9% |
| 3Y | -48.9% | +25.0% | -73.9% | -55.5% |
| 5Y | -77.2% | -65.3% | -11.9% | -78.8% |
| All | -72.4% | -60.6% | -11.8% | -75.6% |
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