+137.2%
AXP vs ALHC
-60.6%
+197.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -1.4% |
| 7D | -2.1% | -0.8% | -1.3% | -2.1% |
| 30D | +2.7% | -9.6% | +12.3% | +3.4% |
| 3M | -7.3% | -44.5% | +37.3% | -3.5% |
| 6M | +1.8% | -59.2% | +61.0% | +7.7% |
| YTD | -13.1% | -62.0% | +49.0% | -7.8% |
| 1Y | -13.7% | -54.8% | +41.1% | -9.7% |
| 3Y | +113.1% | +25.0% | +88.1% | +99.4% |
| 5Y | +85.9% | -65.3% | +151.3% | +81.9% |
| All | +137.2% | -60.6% | +197.8% | +127.8% |
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