+100.1%
DAL vs ALHC
-61.8%
+161.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.0% | +6.2% | +5.4% |
| 7D | +10.0% | +3.9% | +6.2% | +9.7% |
| 30D | +12.0% | -3.6% | +15.7% | +12.3% |
| 3M | +0.8% | -49.4% | +50.2% | +6.4% |
| 6M | +26.2% | -59.5% | +85.6% | +34.5% |
| YTD | +33.7% | -63.2% | +96.9% | +43.2% |
| 1Y | +57.6% | -55.5% | +113.1% | +65.8% |
| 3Y | +183.5% | +23.0% | +160.5% | +154.9% |
| 5Y | +114.2% | -65.7% | +179.9% | +108.1% |
| All | +100.1% | -61.8% | +161.9% | +84.5% |
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 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