+229.7%
GOOGL vs ALHC
-31.6%
+261.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +0.9% | -2.1% |
| 7D | -1.9% | -4.1% | +2.3% | -1.6% |
| 30D | -7.5% | -5.4% | -2.0% | -7.1% |
| 3M | -9.2% | -32.1% | +23.0% | -7.2% |
| 6M | +8.1% | -28.5% | +36.5% | +9.4% |
| YTD | +5.8% | -34.0% | +39.9% | +7.6% |
| 1Y | +38.3% | -20.9% | +59.3% | +38.4% |
| 3Y | +144.8% | +151.5% | -6.8% | +109.5% |
| 5Y | +132.5% | -28.8% | +161.4% | +115.9% |
| All | +229.7% | -31.6% | +261.3% | +202.6% |
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