+67.7%
ASML vs ALHC
-62.4%
+130.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -15.4% |
| 6M | -5.7% | -58.7% | +53.0% | +0.1% |
| YTD | +27.6% | -61.7% | +89.3% | +35.9% |
| 1Y | +30.8% | -55.7% | +86.5% | +37.2% |
| 3Y | +116.2% | +25.6% | +90.6% | +88.7% |
| 5Y | +67.7% | -65.8% | +133.5% | +56.3% |
| All | +67.7% | -62.4% | +130.1% | +56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling