+128.8%
AUR vs ALHC
+22.7%
+106.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.4% | -3.1% |
| 7D | -4.5% | +0.3% | -4.8% | -4.6% |
| 30D | -16.6% | -10.6% | -6.1% | -16.0% |
| 3M | -38.5% | -45.3% | +6.9% | -35.6% |
| 6M | -49.9% | -59.7% | +9.8% | -46.5% |
| YTD | +9.6% | -62.7% | +72.4% | +17.2% |
| 1Y | +1.2% | -56.1% | +57.3% | +5.8% |
| 3Y | +128.8% | +21.3% | +107.6% | +78.4% |
| All | +128.8% | +22.7% | +106.1% | +78.4% |
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