+168.1%
DAL vs ALHC
+25.6%
+142.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -7.1% | +2.8% | -4.0% |
| 7D | +4.6% | -6.2% | +10.8% | +4.9% |
| 30D | +2.3% | -9.7% | +12.0% | +2.7% |
| 3M | -8.1% | -44.7% | +36.6% | -5.7% |
| 6M | +21.4% | -58.7% | +80.1% | +25.7% |
| YTD | +24.3% | -61.7% | +86.0% | +28.9% |
| 1Y | +47.4% | -55.7% | +103.1% | +52.0% |
| All | +168.1% | +25.6% | +142.5% | +157.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling