+700.5%
AU vs ALHC
-27.5%
+728.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +0.9% |
| 7D | +0.6% | -4.1% | +4.8% | +0.9% |
| 30D | +12.3% | -5.4% | +17.7% | +12.7% |
| 3M | +29.4% | -32.1% | +61.5% | +32.3% |
| 6M | +3.2% | -28.5% | +31.7% | +4.7% |
| YTD | +31.8% | -34.0% | +65.8% | +34.3% |
| 1Y | +83.4% | -20.9% | +104.3% | +84.6% |
| 3Y | +623.1% | +151.5% | +471.6% | +547.3% |
| 5Y | +700.5% | -28.8% | +729.3% | +673.9% |
| All | +700.5% | -27.5% | +728.0% | +673.9% |
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