+128.2%
ASML vs ALHC
-60.3%
+188.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -7.1% | -2.2% | -8.7% |
| 7D | -19.0% | -6.2% | -12.8% | -18.6% |
| 30D | -25.9% | -9.7% | -16.3% | -25.4% |
| 3M | -19.1% | -44.7% | +25.7% | -15.5% |
| 6M | -5.7% | -58.7% | +53.0% | +0.1% |
| YTD | +27.6% | -61.7% | +89.3% | +35.8% |
| 1Y | +30.8% | -55.7% | +86.5% | +37.2% |
| 3Y | +116.2% | +25.6% | +90.6% | +90.4% |
| 5Y | +67.7% | -65.8% | +133.5% | +61.6% |
| All | +128.2% | -60.3% | +188.5% | +107.2% |
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