+97.0%
AUR vs ALHC
+151.5%
-54.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | +0.2% |
| 7D | +11.1% | -4.1% | +15.2% | +11.5% |
| 30D | -6.9% | -5.4% | -1.4% | -6.4% |
| 3M | +5.5% | -32.1% | +37.7% | +8.9% |
| 6M | +41.0% | -28.5% | +69.5% | +43.2% |
| YTD | +69.3% | -34.0% | +103.3% | +73.6% |
| 1Y | +14.0% | -20.9% | +35.0% | +13.8% |
| All | +97.0% | +151.5% | -54.6% | +23.7% |
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