+111.1%
AXP vs ALHC
+136.3%
-25.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -2.1% | -0.6% | -1.5% | -2.1% |
| 30D | -6.5% | -1.0% | -5.5% | -6.5% |
| 3M | +4.6% | -10.2% | +14.8% | +4.9% |
| 6M | +5.4% | -28.3% | +33.7% | +6.7% |
| YTD | -11.1% | -31.4% | +20.3% | -9.8% |
| 1Y | -0.3% | -16.9% | +16.6% | +0.3% |
| All | +111.1% | +136.3% | -25.2% | +99.0% |
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