+721.9%
AVGO vs ALHC
-28.9%
+750.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -3.0% | -0.6% | -2.4% | -2.9% |
| 30D | -14.4% | -1.0% | -13.4% | -14.4% |
| 3M | -14.4% | -10.2% | -4.3% | -14.7% |
| 6M | +13.1% | -28.3% | +41.4% | +14.0% |
| YTD | +3.8% | -31.4% | +35.2% | +4.7% |
| 1Y | +17.8% | -16.9% | +34.7% | +17.0% |
| 3Y | +325.3% | +135.5% | +189.8% | +268.7% |
| 5Y | +689.9% | -33.6% | +723.6% | +626.2% |
| All | +721.9% | -28.9% | +750.9% | +628.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling