+132.7%
IBM vs ALHC
-61.5%
+194.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.1% | -0.8% |
| 7D | -5.0% | +1.0% | -5.9% | -5.0% |
| 30D | +11.1% | -14.2% | +25.3% | +11.2% |
| 3M | +5.7% | -45.1% | +50.9% | +6.1% |
| 6M | +10.1% | -59.5% | +69.7% | +10.8% |
| YTD | -15.6% | -62.8% | +47.2% | -15.0% |
| 1Y | -19.5% | -55.5% | +35.9% | -19.2% |
| 3Y | +80.4% | +25.7% | +54.7% | +75.8% |
| 5Y | +140.0% | -66.8% | +206.8% | +129.5% |
| All | +132.7% | -61.5% | +194.2% | +128.3% |
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 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