+45.8%
BAC vs ALHC
-61.5%
+107.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.5% |
| 7D | -1.2% | +1.0% | -2.1% | -1.2% |
| 30D | -7.7% | -14.2% | +6.5% | -6.9% |
| 3M | -21.2% | -45.1% | +24.0% | -18.6% |
| 6M | -6.8% | -59.5% | +52.7% | -2.7% |
| YTD | -8.7% | -62.8% | +54.1% | -4.4% |
| 1Y | -5.3% | -55.5% | +50.2% | -1.9% |
| 3Y | +87.4% | +25.7% | +61.8% | +77.3% |
| 5Y | +18.9% | -66.8% | +85.7% | +15.0% |
| All | +45.8% | -61.5% | +107.2% | +37.3% |
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