+13.7%
AR vs ALHC
-51.4%
+65.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +10.1% | -16.4% | -6.0% |
| 7D | -11.1% | -0.5% | -10.6% | -11.0% |
| 30D | +7.9% | -4.2% | +12.1% | +8.0% |
| 3M | +4.9% | -39.8% | +44.7% | +3.9% |
| 6M | -5.3% | -57.7% | +52.4% | -5.8% |
| YTD | +8.6% | -58.8% | +67.4% | +10.1% |
| 1Y | +13.7% | -52.4% | +66.0% | +13.4% |
| All | +13.7% | -51.4% | +65.1% | +13.4% |
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