+117.0%
AXP vs ALHC
+21.9%
+95.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -1.0% |
| 7D | +0.6% | +1.0% | -0.4% | +0.5% |
| 30D | +5.8% | -14.2% | +20.0% | +6.7% |
| 3M | -6.0% | -45.1% | +39.1% | -3.0% |
| 6M | +0.3% | -59.5% | +59.8% | +4.8% |
| YTD | -12.3% | -62.8% | +50.6% | -8.0% |
| 1Y | -11.2% | -55.5% | +44.2% | -7.7% |
| 3Y | +117.0% | +25.7% | +91.3% | +123.2% |
| All | +117.0% | +21.9% | +95.1% | +123.2% |
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