-71.6%
APTV vs ALHC
-61.8%
-9.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.1% | +1.3% |
| 7D | -9.8% | +3.9% | -13.6% | -10.1% |
| 30D | -8.9% | -3.6% | -5.2% | -8.7% |
| 3M | -19.5% | -49.4% | +30.0% | -14.9% |
| 6M | -31.1% | -59.5% | +28.3% | -26.5% |
| YTD | -47.5% | -63.2% | +15.6% | -43.9% |
| 1Y | -52.3% | -55.5% | +3.2% | -50.0% |
| 3Y | -45.2% | +23.0% | -68.2% | -52.2% |
| 5Y | -76.9% | -65.7% | -11.1% | -78.4% |
| All | -71.6% | -61.8% | -9.8% | -74.9% |
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