+554.4%
AU vs ALHC
+28.2%
+526.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.2% | -2.0% |
| 7D | +4.7% | -5.5% | +10.2% | +5.0% |
| 30D | -1.5% | -4.9% | +3.4% | -1.3% |
| 3M | -5.0% | -41.7% | +36.8% | -2.7% |
| 6M | -13.5% | -55.2% | +41.7% | -10.5% |
| YTD | +11.7% | -61.1% | +72.8% | +16.1% |
| 1Y | +21.3% | -53.3% | +74.7% | +25.4% |
| All | +554.4% | +28.2% | +526.3% | +523.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling