+36.6%
FFIV vs ALHC
-51.4%
+88.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.1% | -10.6% | -0.4% |
| 7D | -9.8% | -0.5% | -9.3% | -9.9% |
| 30D | -28.1% | -4.2% | -23.9% | -28.1% |
| 3M | -20.0% | -39.8% | +19.8% | -20.4% |
| 6M | -0.1% | -57.7% | +57.7% | +1.5% |
| YTD | +29.2% | -58.8% | +88.0% | +28.0% |
| 1Y | +36.6% | -52.4% | +89.0% | +30.2% |
| All | +36.6% | -51.4% | +88.0% | +30.2% |
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