+119.5%
GOOG vs ALHC
+28.2%
+91.4%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +2.0% |
| 7D | +1.2% | -5.5% | +6.7% | +1.3% |
| 30D | -16.7% | -4.9% | -11.8% | -16.6% |
| 3M | -15.2% | -41.7% | +26.5% | -14.5% |
| 6M | -24.8% | -55.2% | +30.4% | -24.1% |
| YTD | -7.2% | -61.1% | +53.9% | -6.2% |
| 1Y | -0.1% | -53.3% | +53.2% | +0.7% |
| All | +119.5% | +28.2% | +91.4% | +115.9% |
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 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