+194.9%
GOOGL vs ALHC
-61.4%
+256.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.8% |
| 7D | +3.9% | +0.3% | +3.6% | +3.8% |
| 30D | -14.9% | -10.6% | -4.3% | -14.3% |
| 3M | -14.6% | -45.3% | +30.8% | -11.3% |
| 6M | -26.4% | -59.7% | +33.3% | -22.7% |
| YTD | -5.3% | -62.7% | +57.4% | -0.3% |
| 1Y | +6.5% | -56.1% | +62.6% | +10.5% |
| 3Y | +126.0% | +21.3% | +104.8% | +105.5% |
| 5Y | +100.8% | -66.0% | +166.8% | +95.5% |
| All | +194.9% | -61.4% | +256.3% | +180.3% |
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