-47.6%
AVTR vs ALHC
-28.9%
-18.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +2.7% | -0.6% | +3.3% | +2.7% |
| 30D | +12.1% | -1.0% | +13.1% | +12.1% |
| 3M | +57.2% | -10.2% | +67.4% | +57.7% |
| 6M | +73.1% | -28.3% | +101.3% | +76.6% |
| YTD | +30.6% | -31.4% | +62.1% | +33.5% |
| 1Y | +13.5% | -16.9% | +30.4% | +13.7% |
| 3Y | -31.0% | +135.5% | -166.5% | -41.6% |
| 5Y | -63.2% | -33.6% | -29.6% | -65.7% |
| All | -47.6% | -28.9% | -18.7% | -51.3% |
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