-47.9%
AVTR vs ALHC
-31.6%
-16.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.2% | +0.8% | -2.1% |
| 7D | +1.6% | -4.1% | +5.7% | +2.0% |
| 30D | +8.4% | -5.4% | +13.8% | +8.9% |
| 3M | +50.2% | -32.1% | +82.3% | +55.0% |
| 6M | +82.6% | -28.5% | +111.1% | +86.3% |
| YTD | +29.8% | -34.0% | +63.9% | +33.1% |
| 1Y | +16.0% | -20.9% | +36.9% | +16.7% |
| 3Y | -26.4% | +151.5% | -178.0% | -38.4% |
| 5Y | -64.5% | -28.8% | -35.6% | -67.0% |
| All | -47.9% | -31.6% | -16.3% | -51.4% |
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