-68.4%
APTV vs ALHC
-31.6%
-36.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.2% | +0.5% | -2.4% |
| 7D | -1.2% | -4.1% | +3.0% | -0.8% |
| 30D | -10.6% | -5.4% | -5.2% | -10.2% |
| 3M | -35.0% | -32.1% | -2.9% | -33.1% |
| 6M | -38.9% | -28.5% | -10.4% | -37.9% |
| YTD | -41.5% | -34.0% | -7.5% | -40.3% |
| 1Y | -45.8% | -20.9% | -24.9% | -45.8% |
| 3Y | -55.7% | +151.5% | -207.2% | -63.9% |
| 5Y | -70.1% | -28.8% | -41.3% | -73.5% |
| All | -68.4% | -31.6% | -36.8% | -73.3% |
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 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