+142.5%
AXP vs ALHC
-28.9%
+171.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.8% |
| 6M | +5.4% | -28.3% | +33.7% | +7.1% |
| YTD | -11.1% | -31.4% | +20.3% | -9.5% |
| 1Y | -0.3% | -16.9% | +16.6% | -0.1% |
| 3Y | +111.6% | +135.5% | -23.9% | +88.3% |
| 5Y | +117.6% | -33.6% | +151.2% | +104.7% |
| All | +142.5% | -28.9% | +171.4% | +123.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling