+237.5%
GOOGL vs ALHC
-28.9%
+266.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -2.3% | -0.6% | -1.7% | -2.2% |
| 30D | -6.6% | -1.0% | -5.5% | -6.5% |
| 3M | -8.9% | -10.2% | +1.2% | -9.1% |
| 6M | +11.9% | -28.3% | +40.2% | +13.3% |
| YTD | +8.3% | -31.4% | +39.8% | +9.9% |
| 1Y | +46.2% | -16.9% | +63.1% | +45.8% |
| 3Y | +151.9% | +135.5% | +16.4% | +117.7% |
| 5Y | +137.7% | -33.6% | +171.3% | +121.7% |
| All | +237.5% | -28.9% | +266.4% | +208.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling