-47.2%
CAG vs ALHC
-28.9%
-18.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -3.8% | -0.6% | -3.2% | -3.8% |
| 30D | +3.1% | -1.0% | +4.2% | +3.1% |
| 3M | +23.5% | -10.2% | +33.6% | +23.6% |
| 6M | -14.8% | -28.3% | +13.4% | -14.6% |
| YTD | -5.4% | -31.4% | +26.0% | -5.2% |
| 1Y | -11.8% | -16.9% | +5.1% | -11.7% |
| 3Y | -36.7% | +135.5% | -172.1% | -37.8% |
| 5Y | -40.3% | -33.6% | -6.6% | -42.1% |
| All | -47.2% | -28.9% | -18.2% | -47.3% |
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 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