+501.7%
AU vs ALHC
-28.9%
+530.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -3.6% | -0.6% | -3.1% | -3.6% |
| 30D | +23.9% | -1.0% | +24.9% | +23.9% |
| 3M | +19.1% | -10.2% | +29.2% | +19.3% |
| 6M | -0.2% | -28.3% | +28.1% | +1.4% |
| YTD | +32.5% | -31.4% | +63.9% | +34.8% |
| 1Y | +96.9% | -16.9% | +113.9% | +97.5% |
| 3Y | +614.7% | +135.5% | +479.3% | +536.1% |
| 5Y | +647.7% | -33.6% | +681.3% | +635.1% |
| All | +501.7% | -28.9% | +530.6% | +441.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling