-27.4%
INFY vs ALHC
-28.9%
+1.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | -2.9% | -0.6% | -2.3% | -2.9% |
| 30D | -6.2% | -1.0% | -5.2% | -6.2% |
| 3M | -4.9% | -10.2% | +5.2% | -5.1% |
| 6M | -16.6% | -28.3% | +11.7% | -15.9% |
| YTD | -32.9% | -31.4% | -1.5% | -32.2% |
| 1Y | -26.9% | -16.9% | -9.9% | -26.8% |
| 3Y | -26.6% | +135.5% | -162.1% | -32.9% |
| 5Y | -44.1% | -33.6% | -10.4% | -47.5% |
| All | -27.4% | -28.9% | +1.5% | -34.0% |
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