+84.9%
BAC vs ALHC
-28.9%
+113.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | -0.1% |
| 7D | +1.1% | -0.6% | +1.7% | +1.1% |
| 30D | -0.4% | -1.0% | +0.6% | -0.4% |
| 3M | +16.9% | -10.2% | +27.1% | +17.0% |
| 6M | +26.6% | -28.3% | +54.9% | +28.1% |
| YTD | +15.8% | -31.4% | +47.2% | +17.3% |
| 1Y | +27.2% | -16.9% | +44.1% | +27.3% |
| 3Y | +132.4% | +135.5% | -3.1% | +111.6% |
| 5Y | +72.6% | -33.6% | +106.2% | +61.5% |
| All | +84.9% | -28.9% | +113.8% | +68.5% |
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 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