+4.5%
GOOGL vs ALHC
-54.5%
+59.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.5% | +4.3% | +1.9% |
| 7D | +5.7% | -0.8% | +6.5% | +5.7% |
| 30D | -15.6% | -9.6% | -5.9% | -15.2% |
| 3M | -13.0% | -44.5% | +31.5% | -11.4% |
| 6M | -22.8% | -59.2% | +36.4% | -20.7% |
| YTD | -4.4% | -62.0% | +57.6% | -3.1% |
| 1Y | +4.5% | -54.8% | +59.3% | -0.3% |
| All | +4.5% | -54.5% | +59.0% | -0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling