+90.1%
DAL vs ALHC
-61.5%
+151.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.9% | +5.1% | +2.4% |
| 7D | +8.8% | +1.0% | +7.8% | +8.7% |
| 30D | +5.4% | -14.2% | +19.5% | +6.6% |
| 3M | -4.9% | -45.1% | +40.2% | -0.4% |
| 6M | +19.8% | -59.5% | +79.4% | +27.7% |
| YTD | +27.0% | -62.8% | +89.8% | +35.9% |
| 1Y | +52.5% | -55.5% | +107.9% | +60.4% |
| 3Y | +173.8% | +25.7% | +148.2% | +145.6% |
| 5Y | +104.5% | -66.8% | +171.3% | +98.9% |
| All | +90.1% | -61.5% | +151.6% | +75.1% |
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