+469.5%
AXTI vs ALHC
-33.0%
+502.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.1% | -4.0% | -5.8% |
| 7D | +15.1% | -5.8% | +20.9% | +16.0% |
| 30D | -12.3% | -3.3% | -9.0% | -12.0% |
| 3M | -24.1% | -37.9% | +13.8% | -20.2% |
| 6M | +46.0% | -29.5% | +75.6% | +47.6% |
| YTD | +295.7% | -35.4% | +331.1% | +305.2% |
| 1Y | +1,825.6% | -22.4% | +1,848.0% | +1,802.7% |
| 3Y | +2,630.0% | +146.3% | +2,483.6% | +1,875.8% |
| 5Y | +601.0% | -32.0% | +633.0% | +513.0% |
| All | +469.5% | -33.0% | +502.6% | +347.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling