+7.3%
AVAV vs ALHC
-62.4%
+69.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -7.1% | -2.7% | -9.1% |
| 7D | -24.3% | -6.2% | -18.1% | -23.9% |
| 30D | -28.9% | -9.7% | -19.2% | -28.4% |
| 3M | -39.3% | -44.7% | +5.5% | -36.0% |
| 6M | -38.8% | -58.7% | +19.9% | -34.3% |
| YTD | -57.8% | -61.7% | +3.9% | -54.5% |
| 1Y | -70.9% | -55.7% | -15.2% | -69.2% |
| 3Y | -14.8% | +25.6% | -40.4% | -27.8% |
| 5Y | +7.3% | -65.8% | +73.1% | -10.3% |
| All | +7.3% | -62.4% | +69.7% | -10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling