+473.0%
AU vs ALHC
-33.0%
+506.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.1% | -2.2% | -4.1% |
| 7D | -7.0% | -5.8% | -1.2% | -6.6% |
| 30D | +7.3% | -3.3% | +10.6% | +7.5% |
| 3M | +33.2% | -37.9% | +71.2% | +37.5% |
| 6M | -0.6% | -29.5% | +28.9% | +1.1% |
| YTD | +26.2% | -35.4% | +61.5% | +28.9% |
| 1Y | +68.3% | -22.4% | +90.7% | +69.6% |
| 3Y | +592.1% | +146.3% | +445.8% | +512.5% |
| 5Y | +685.3% | -32.0% | +717.2% | +665.9% |
| All | +473.0% | -33.0% | +506.0% | +418.2% |
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