+413.5%
IBKR vs ALHC
-29.3%
+442.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.7% |
| 7D | +0.6% | -1.0% | +1.6% | +0.7% |
| 30D | +3.7% | -6.3% | +10.0% | +4.0% |
| 3M | +4.2% | -12.3% | +16.6% | +4.7% |
| 6M | +36.6% | -27.0% | +63.7% | +38.1% |
| YTD | +41.9% | -31.8% | +73.7% | +44.0% |
| 1Y | +49.5% | -17.0% | +66.5% | +50.0% |
| 3Y | +291.3% | +159.8% | +131.5% | +251.6% |
| 5Y | +492.7% | -25.1% | +517.8% | +465.7% |
| All | +413.5% | -29.3% | +442.8% | +366.9% |
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