+7.4%
AVGO vs ALHC
-14.5%
+21.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -14.1% |
| 3M | -6.9% | -12.3% | +5.4% | -7.4% |
| 6M | +11.9% | -27.0% | +38.9% | +10.7% |
| YTD | +6.9% | -31.8% | +38.7% | +4.7% |
| 1Y | +7.4% | -17.0% | +24.4% | +2.7% |
| All | +7.4% | -14.5% | +21.9% | +2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling