+139.7%
ASML vs ALHC
-61.5%
+201.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.9% | +7.9% | +5.3% |
| 7D | -9.0% | +1.0% | -10.0% | -9.1% |
| 30D | -21.0% | -14.2% | -6.8% | -20.1% |
| 3M | -16.3% | -45.1% | +28.8% | -12.5% |
| 6M | -7.5% | -59.5% | +52.0% | -1.7% |
| YTD | +34.0% | -62.8% | +96.8% | +43.0% |
| 1Y | +39.3% | -55.5% | +94.8% | +46.0% |
| 3Y | +128.9% | +25.7% | +103.2% | +101.1% |
| 5Y | +76.1% | -66.8% | +142.9% | +70.1% |
| All | +139.7% | -61.5% | +201.2% | +118.1% |
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