-44.3%
AVTR vs ALHC
-61.8%
+17.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +2.9% |
| 7D | +1.9% | +3.9% | -1.9% | +1.5% |
| 30D | +1.5% | -3.6% | +5.2% | +1.7% |
| 3M | +17.1% | -49.4% | +66.5% | +23.5% |
| 6M | +91.5% | -59.5% | +150.9% | +104.5% |
| YTD | +38.8% | -63.2% | +102.0% | +48.9% |
| 1Y | +37.7% | -55.5% | +93.2% | +45.0% |
| 3Y | -13.5% | +23.0% | -36.5% | -22.2% |
| 5Y | -59.3% | -65.7% | +6.4% | -59.9% |
| All | -44.3% | -61.8% | +17.5% | -45.7% |
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 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