-1.1%
AVAV vs ALHC
-61.4%
+60.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.9% | -0.9% | -2.6% |
| 7D | +4.2% | +0.3% | +3.9% | +4.2% |
| 30D | -2.6% | -10.6% | +8.0% | -1.7% |
| 3M | -38.0% | -45.3% | +7.4% | -34.7% |
| 6M | -27.0% | -59.7% | +32.7% | -21.7% |
| YTD | -51.4% | -62.7% | +11.3% | -47.6% |
| 1Y | -60.2% | -56.1% | -4.1% | -58.0% |
| 3Y | -6.7% | +21.3% | -27.9% | -19.2% |
| 5Y | +28.3% | -66.0% | +94.3% | +18.1% |
| All | -1.1% | -61.4% | +60.3% | -13.9% |
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