+119.7%
AXP vs ALHC
+25.6%
+94.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.1% | +4.8% | -1.8% |
| 7D | +0.4% | -6.2% | +6.6% | +0.7% |
| 30D | +7.0% | -9.7% | +16.7% | +7.6% |
| 3M | -6.6% | -44.7% | +38.1% | -3.7% |
| 6M | +3.5% | -58.7% | +62.1% | +8.0% |
| YTD | -11.2% | -61.7% | +50.6% | -7.0% |
| 1Y | -10.2% | -55.7% | +45.5% | -6.6% |
| All | +119.7% | +25.6% | +94.1% | +125.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling