+244.6%
AR vs ALHC
-61.5%
+306.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.7% |
| 7D | -14.3% | +1.0% | -15.2% | -14.3% |
| 30D | +1.4% | -14.2% | +15.6% | +1.9% |
| 3M | +3.4% | -45.1% | +48.5% | +5.4% |
| 6M | -2.1% | -59.5% | +57.5% | +0.6% |
| YTD | +4.7% | -62.8% | +67.5% | +7.7% |
| 1Y | +10.6% | -55.5% | +66.1% | +12.7% |
| 3Y | +24.6% | +25.7% | -1.1% | +16.8% |
| 5Y | +71.9% | -66.8% | +138.7% | +66.2% |
| All | +244.6% | -61.5% | +306.1% | +215.5% |
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