-49.8%
CAG vs ALHC
-33.0%
-16.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -2.7% |
| 7D | -5.9% | -5.8% | -0.1% | -5.8% |
| 30D | -1.5% | -3.3% | +1.8% | -1.5% |
| 3M | +11.5% | -37.9% | +49.4% | +12.1% |
| 6M | -15.7% | -29.5% | +13.8% | -15.4% |
| YTD | -10.2% | -35.4% | +25.2% | -9.9% |
| 1Y | -18.1% | -22.4% | +4.4% | -17.9% |
| 3Y | -39.4% | +146.3% | -185.7% | -40.5% |
| 5Y | -42.6% | -32.0% | -10.6% | -44.1% |
| All | -49.8% | -33.0% | -16.8% | -49.9% |
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