+103.5%
AZO vs ALHC
-33.8%
+137.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | -3.6% | -6.9% | +3.3% | -3.4% |
| 30D | -5.6% | -6.7% | +1.2% | -5.4% |
| 3M | -6.6% | -37.7% | +31.0% | -5.7% |
| 6M | -22.5% | -30.0% | +7.5% | -22.1% |
| YTD | -15.2% | -36.2% | +21.0% | -14.6% |
| 1Y | -33.9% | -22.9% | -11.1% | -33.9% |
| 3Y | +11.8% | +138.4% | -126.6% | +6.3% |
| 5Y | +85.5% | -32.8% | +118.3% | +76.9% |
| All | +103.5% | -33.8% | +137.3% | +93.9% |
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