-63.5%
AVTR vs ALHC
-30.5%
-33.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +1.9% |
| 7D | +7.4% | -1.0% | +8.4% | +7.5% |
| 30D | +12.2% | -6.3% | +18.5% | +12.8% |
| 3M | +57.4% | -12.3% | +69.7% | +58.2% |
| 6M | +86.7% | -27.0% | +113.7% | +90.2% |
| YTD | +33.1% | -31.8% | +64.9% | +36.1% |
| 1Y | +16.1% | -17.0% | +33.2% | +16.3% |
| 3Y | -24.6% | +159.8% | -184.5% | -37.7% |
| 5Y | -63.5% | -25.1% | -38.4% | -66.7% |
| All | -63.5% | -30.5% | -33.0% | -66.7% |
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 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