+264.9%
AR vs ALHC
-59.6%
+324.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.3% | +1.5% |
| 7D | +2.1% | -5.5% | +7.6% | +2.3% |
| 30D | +4.5% | -4.9% | +9.5% | +4.6% |
| 3M | +1.0% | -41.7% | +42.7% | +2.8% |
| 6M | +4.4% | -55.2% | +59.6% | +6.8% |
| YTD | +10.9% | -61.1% | +71.9% | +13.9% |
| 1Y | +8.6% | -53.3% | +61.9% | +10.4% |
| 3Y | +48.5% | +28.2% | +20.3% | +39.3% |
| 5Y | +95.7% | -65.8% | +161.5% | +88.5% |
| All | +264.9% | -59.6% | +324.6% | +233.6% |
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