+42.9%
FANG vs ALHC
-16.6%
+59.6%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +0.8% | -0.6% | +1.4% | +0.7% |
| 30D | +7.6% | -1.0% | +8.6% | +7.6% |
| 3M | -1.3% | -10.2% | +8.9% | -1.8% |
| 6M | +14.7% | -28.3% | +42.9% | +13.2% |
| YTD | +34.8% | -31.4% | +66.2% | +30.1% |
| 1Y | +42.9% | -16.9% | +59.9% | +34.2% |
| All | +42.9% | -16.6% | +59.6% | +34.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling