+474.0%
AVGO vs ALHC
-64.2%
+538.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.7% | +0.9% |
| 7D | -9.9% | +1.0% | -10.9% | -10.0% |
| 30D | -22.0% | -14.2% | -7.8% | -21.4% |
| 3M | -30.0% | -45.1% | +15.1% | -28.1% |
| 6M | -30.7% | -59.5% | +28.8% | -28.2% |
| YTD | -14.7% | -62.8% | +48.2% | -11.5% |
| 1Y | -16.8% | -55.5% | +38.7% | -14.9% |
| 3Y | +244.4% | +25.7% | +218.7% | +208.2% |
| All | +474.0% | -64.2% | +538.2% | +428.5% |
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