+21.7%
AVAV vs ALHC
-28.9%
+50.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -2.2% | -0.6% | -1.6% | -2.2% |
| 30D | -13.9% | -1.0% | -12.9% | -13.9% |
| 3M | -29.2% | -10.2% | -19.1% | -29.5% |
| 6M | -36.1% | -28.3% | -7.8% | -34.9% |
| YTD | -40.2% | -31.4% | -8.8% | -38.8% |
| 1Y | -36.2% | -16.9% | -19.3% | -36.2% |
| 3Y | +47.5% | +135.5% | -88.0% | +19.0% |
| 5Y | +39.3% | -33.6% | +72.9% | +21.2% |
| All | +21.7% | -28.9% | +50.7% | +0.6% |
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