+146.8%
GOOG vs ALHC
+141.7%
+5.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | +1.1% | -1.0% | +2.0% | +1.1% |
| 30D | -5.1% | -6.3% | +1.3% | -5.0% |
| 3M | -7.1% | -12.3% | +5.2% | -7.2% |
| 6M | +12.7% | -27.0% | +39.7% | +13.0% |
| YTD | +7.1% | -31.8% | +38.9% | +7.5% |
| 1Y | +43.6% | -17.0% | +60.6% | +43.5% |
| 3Y | +146.8% | +159.8% | -13.1% | +126.2% |
| All | +146.8% | +141.7% | +5.1% | +126.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling