+635.0%
AVGO vs ALHC
-61.8%
+696.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.0% | +9.7% | +8.8% |
| 7D | -0.9% | +3.9% | -4.7% | -1.0% |
| 30D | -11.6% | -3.6% | -8.0% | -11.5% |
| 3M | -25.2% | -49.4% | +24.2% | -22.7% |
| 6M | -25.4% | -59.5% | +34.0% | -22.7% |
| YTD | -7.2% | -63.2% | +56.0% | -3.5% |
| 1Y | -7.9% | -55.5% | +47.6% | -5.7% |
| 3Y | +262.1% | +23.0% | +239.1% | +226.9% |
| 5Y | +525.7% | -65.7% | +591.4% | +494.6% |
| All | +635.0% | -61.8% | +696.9% | +570.6% |
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 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