-19.5%
IBM vs ALHC
-56.7%
+37.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.1% | -0.9% |
| 7D | -5.0% | +1.0% | -5.9% | -4.9% |
| 30D | +11.1% | -14.2% | +25.3% | +10.7% |
| 3M | +5.7% | -45.1% | +50.9% | +3.5% |
| 6M | +10.1% | -59.5% | +69.7% | +8.7% |
| YTD | -15.6% | -62.8% | +47.2% | -16.0% |
| 1Y | -19.5% | -55.5% | +35.9% | -23.4% |
| All | -19.5% | -56.7% | +37.2% | -23.4% |
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