+120.4%
AS vs ALHC
+106.4%
+14.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | -4.9% | -0.6% | -4.3% | -4.9% |
| 30D | -19.6% | -1.0% | -18.6% | -19.6% |
| 3M | -14.4% | -10.2% | -4.2% | -14.5% |
| 6M | -20.1% | -28.3% | +8.2% | -20.2% |
| YTD | -20.9% | -31.4% | +10.5% | -21.0% |
| 1Y | -21.9% | -16.9% | -4.9% | -21.9% |
| All | +120.4% | +106.4% | +14.0% | +117.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling