+46.9%
FFIV vs ALHC
-61.4%
+108.3%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.9% | -0.8% | -2.6% |
| 7D | -0.5% | +0.3% | -0.8% | -0.6% |
| 30D | -32.4% | -10.6% | -21.8% | -32.0% |
| 3M | -25.7% | -45.3% | +19.6% | -23.1% |
| 6M | -13.5% | -59.7% | +46.2% | -9.4% |
| YTD | +21.1% | -62.7% | +83.8% | +27.2% |
| 1Y | +29.4% | -56.1% | +85.5% | +34.0% |
| 3Y | +94.9% | +21.3% | +73.6% | +77.1% |
| 5Y | +34.7% | -66.0% | +100.7% | +25.2% |
| All | +46.9% | -61.4% | +108.3% | +31.1% |
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