+6.1%
AS vs ALHC
-56.7%
+62.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +0.6% |
| 7D | +6.9% | +1.0% | +6.0% | +6.9% |
| 30D | +16.0% | -14.2% | +30.1% | +16.5% |
| 3M | -12.8% | -45.1% | +32.3% | -11.0% |
| 6M | -15.4% | -59.5% | +44.2% | -13.4% |
| YTD | -15.7% | -62.8% | +47.1% | -15.0% |
| 1Y | +6.1% | -55.5% | +61.6% | +3.0% |
| All | +6.1% | -56.7% | +62.8% | +3.0% |
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