+47.7%
FFIV vs ALHC
-61.5%
+109.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | -0.1% |
| 7D | -8.1% | +1.0% | -9.1% | -8.2% |
| 30D | -33.4% | -14.2% | -19.2% | -32.9% |
| 3M | -24.7% | -45.1% | +20.4% | -22.2% |
| 6M | -8.8% | -59.5% | +50.7% | -4.6% |
| YTD | +21.8% | -62.8% | +84.6% | +27.9% |
| 1Y | +25.3% | -55.5% | +80.8% | +29.6% |
| 3Y | +101.2% | +25.7% | +75.5% | +81.9% |
| 5Y | +40.2% | -66.8% | +107.0% | +30.2% |
| All | +47.7% | -61.5% | +109.2% | +31.9% |
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