+115.5%
IBM vs ALHC
-33.5%
+149.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -0.3% | -0.6% | +0.3% | -0.3% |
| 30D | +0.3% | -1.0% | +1.3% | +0.3% |
| 3M | -21.6% | -10.2% | -11.5% | -21.8% |
| 6M | -4.7% | -28.3% | +23.6% | -4.4% |
| YTD | -19.1% | -31.4% | +12.4% | -18.8% |
| 1Y | -2.5% | -16.9% | +14.4% | -2.6% |
| 3Y | +74.2% | +135.5% | -61.3% | +67.1% |
| All | +115.5% | -33.5% | +149.0% | +104.1% |
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