+227.7%
GOOG vs ALHC
-33.0%
+260.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.8% |
| 7D | -2.5% | -5.8% | +3.3% | -2.1% |
| 30D | -3.6% | -3.3% | -0.3% | -3.4% |
| 3M | -6.4% | -37.9% | +31.5% | -3.7% |
| 6M | +7.8% | -29.5% | +37.3% | +9.2% |
| YTD | +5.5% | -35.4% | +40.9% | +7.4% |
| 1Y | +38.3% | -22.4% | +60.7% | +38.5% |
| 3Y | +143.1% | +146.3% | -3.2% | +108.7% |
| 5Y | +135.0% | -32.0% | +167.0% | +118.3% |
| All | +227.7% | -33.0% | +260.7% | +199.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling