-41.0%
CAG vs ALHC
-66.2%
+25.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.1% | +1.3% |
| 7D | -3.3% | +0.3% | -3.6% | -3.4% |
| 30D | +7.7% | -10.6% | +18.2% | +7.8% |
| 3M | -3.2% | -45.3% | +42.1% | -2.3% |
| 6M | +7.0% | -59.7% | +66.7% | +8.3% |
| YTD | -9.0% | -62.7% | +53.8% | -7.8% |
| 1Y | -9.6% | -56.1% | +46.5% | -8.7% |
| 3Y | -36.0% | +21.3% | -57.2% | -37.3% |
| All | -41.0% | -66.2% | +25.3% | -43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling