+412.0%
AU vs ALHC
-65.3%
+477.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.1% |
| 6M | -13.5% | -55.2% | +41.7% | -9.8% |
| YTD | +11.7% | -61.1% | +72.8% | +17.2% |
| 1Y | +21.3% | -53.3% | +74.7% | +25.8% |
| 3Y | +545.0% | +28.2% | +516.8% | +508.9% |
| 5Y | +412.0% | -65.8% | +477.8% | +363.5% |
| All | +412.0% | -65.3% | +477.2% | +363.5% |
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