-19.0%
CAG vs ALHC
-19.9%
+1.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.6% |
| 7D | -5.7% | -6.9% | +1.2% | -5.5% |
| 30D | -2.4% | -6.7% | +4.3% | -2.2% |
| 3M | +9.8% | -37.7% | +47.5% | +11.0% |
| 6M | -10.8% | -30.0% | +19.1% | -9.4% |
| YTD | -10.8% | -36.2% | +25.3% | -10.7% |
| 1Y | -19.0% | -22.9% | +3.9% | -17.5% |
| All | -19.0% | -19.9% | +1.0% | -17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling