+92.9%
GOOGL vs ALHC
-64.2%
+157.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +1.0% |
| 7D | +1.8% | +1.0% | +0.8% | +1.7% |
| 30D | -18.8% | -14.2% | -4.6% | -18.0% |
| 3M | -20.3% | -45.1% | +24.8% | -17.3% |
| 6M | -28.4% | -59.5% | +31.2% | -24.7% |
| YTD | -8.8% | -62.8% | +54.0% | -3.9% |
| 1Y | +0.3% | -55.5% | +55.8% | +4.1% |
| 3Y | +120.7% | +25.7% | +95.0% | +97.9% |
| All | +92.9% | -64.2% | +157.1% | +84.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling