+268.3%
AXTI vs ALHC
-61.4%
+329.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.9% | -2.0% | -3.7% |
| 7D | +7.6% | +0.3% | +7.3% | +7.5% |
| 30D | -32.1% | -10.6% | -21.5% | -31.1% |
| 3M | -46.0% | -45.3% | -0.7% | -42.5% |
| 6M | -65.7% | -59.7% | -6.0% | -62.8% |
| YTD | +155.9% | -62.7% | +218.6% | +177.4% |
| 1Y | +300.8% | -56.1% | +356.9% | +320.5% |
| 3Y | +1,981.6% | +21.3% | +1,960.3% | +1,571.0% |
| 5Y | +359.3% | -66.0% | +425.2% | +347.0% |
| All | +268.3% | -61.4% | +329.7% | +206.5% |
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