-35.7%
AUR vs ALHC
-47.6%
+11.9%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.9% |
| 7D | +1.4% | -6.9% | +8.3% | +3.1% |
| 30D | -6.4% | -6.7% | +0.3% | -4.9% |
| 3M | +7.7% | -37.7% | +45.4% | +18.5% |
| 6M | +44.5% | -30.0% | +74.5% | +49.7% |
| YTD | +67.4% | -36.2% | +103.6% | +77.1% |
| 1Y | +15.4% | -22.9% | +38.3% | +15.1% |
| 3Y | +94.8% | +138.4% | -43.5% | +11.2% |
| 5Y | -35.1% | -32.8% | -2.3% | -49.1% |
| All | -35.7% | -47.6% | +11.9% | -49.5% |
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 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