+142.4%
AXP vs ALHC
-60.3%
+202.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.1% | +4.8% | -1.7% |
| 7D | +0.4% | -6.2% | +6.6% | +0.8% |
| 30D | +7.0% | -9.7% | +16.7% | +7.7% |
| 3M | -6.6% | -44.7% | +38.1% | -2.8% |
| 6M | +3.5% | -58.7% | +62.1% | +9.3% |
| YTD | -11.2% | -61.7% | +50.6% | -5.9% |
| 1Y | -10.2% | -55.7% | +45.5% | -5.9% |
| 3Y | +120.0% | +25.6% | +94.5% | +105.8% |
| 5Y | +95.6% | -65.8% | +161.4% | +91.2% |
| All | +142.4% | -60.3% | +202.7% | +132.6% |
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