-36.6%
AUR vs ALHC
-43.7%
+7.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.3% |
| 7D | +8.7% | -0.6% | +9.3% | +8.9% |
| 30D | -5.2% | -1.0% | -4.2% | -5.1% |
| 3M | -7.3% | -10.2% | +2.8% | -8.1% |
| 6M | +41.2% | -28.3% | +69.5% | +45.7% |
| YTD | +65.1% | -31.4% | +96.5% | +71.7% |
| 1Y | +13.4% | -16.9% | +30.3% | +11.0% |
| 3Y | +98.1% | +135.5% | -37.4% | +14.9% |
| 5Y | -36.0% | -33.6% | -2.4% | -50.6% |
| All | -36.6% | -43.7% | +7.1% | -51.0% |
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