+95.6%
AXP vs ALHC
-62.4%
+158.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.4% |
| 6M | +3.5% | -58.7% | +62.1% | +9.9% |
| YTD | -11.2% | -61.7% | +50.6% | -5.4% |
| 1Y | -10.2% | -55.7% | +45.5% | -5.5% |
| 3Y | +120.0% | +25.6% | +94.5% | +103.1% |
| 5Y | +95.6% | -65.8% | +161.4% | +101.0% |
| All | +95.6% | -62.4% | +158.0% | +101.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling