+746.4%
AVGO vs ALHC
-29.3%
+775.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.6% | +3.6% | +3.0% |
| 7D | -0.3% | -1.0% | +0.7% | -0.3% |
| 30D | -13.8% | -6.3% | -7.5% | -13.6% |
| 3M | -6.9% | -12.3% | +5.4% | -7.0% |
| 6M | +11.9% | -27.0% | +38.9% | +12.7% |
| YTD | +6.9% | -31.8% | +38.7% | +7.9% |
| 1Y | +7.4% | -17.0% | +24.4% | +6.7% |
| 3Y | +345.6% | +159.8% | +185.7% | +281.7% |
| 5Y | +718.9% | -25.1% | +744.0% | +646.0% |
| All | +746.4% | -29.3% | +775.8% | +650.1% |
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