-69.1%
APTV vs ALHC
-30.5%
-38.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.6% | -4.0% | -4.6% |
| 7D | +2.0% | -1.0% | +2.9% | +2.1% |
| 30D | -7.7% | -6.3% | -1.4% | -7.2% |
| 3M | -34.0% | -12.3% | -21.7% | -33.8% |
| 6M | -37.1% | -27.0% | -10.1% | -36.2% |
| YTD | -39.9% | -31.8% | -8.1% | -38.8% |
| 1Y | -44.4% | -17.0% | -27.4% | -44.7% |
| 3Y | -54.5% | +159.8% | -214.3% | -63.7% |
| 5Y | -69.1% | -25.1% | -44.0% | -72.7% |
| All | -69.1% | -30.5% | -38.6% | -72.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling