+74.7%
EQIX vs ALHC
-60.6%
+135.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +0.6% |
| 7D | +7.6% | -0.8% | +8.4% | +7.6% |
| 30D | +5.2% | -9.6% | +14.9% | +5.7% |
| 3M | +0.8% | -44.5% | +45.3% | +3.5% |
| 6M | +0.2% | -59.2% | +59.4% | +4.0% |
| YTD | +42.2% | -62.0% | +104.2% | +47.5% |
| 1Y | +34.7% | -54.8% | +89.6% | +38.2% |
| 3Y | +49.0% | +25.0% | +24.0% | +36.7% |
| 5Y | +52.8% | -65.3% | +118.2% | +43.3% |
| All | +74.7% | -60.6% | +135.3% | +63.1% |
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