+96.7%
ITOT vs ALHC
-29.3%
+126.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | +0.7% | -1.0% | +1.6% | +0.7% |
| 30D | -1.1% | -6.3% | +5.2% | -0.7% |
| 3M | +3.9% | -12.3% | +16.2% | +4.0% |
| 6M | +14.7% | -27.0% | +41.7% | +15.8% |
| YTD | +13.3% | -31.8% | +45.2% | +14.7% |
| 1Y | +19.1% | -17.0% | +36.2% | +18.8% |
| 3Y | +77.3% | +159.8% | -82.5% | +55.0% |
| 5Y | +74.1% | -25.1% | +99.2% | +61.2% |
| All | +96.7% | -29.3% | +126.0% | +78.9% |
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