+570.0%
AVGO vs ALHC
-66.2%
+636.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.9% | -2.9% | -4.7% |
| 7D | +18.2% | +0.3% | +17.9% | +18.1% |
| 30D | +0.2% | -10.6% | +10.8% | +0.8% |
| 3M | -16.8% | -45.3% | +28.5% | -14.5% |
| 6M | -16.5% | -59.7% | +43.3% | -13.3% |
| YTD | +0.8% | -62.7% | +63.5% | +4.6% |
| 1Y | +2.8% | -56.1% | +58.9% | +5.3% |
| 3Y | +278.5% | +21.3% | +257.3% | +239.5% |
| All | +570.0% | -66.2% | +636.3% | +559.1% |
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 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