+51.1%
NFLX vs ALHC
-29.3%
+80.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.8% |
| 7D | -5.0% | -1.0% | -4.0% | -4.9% |
| 30D | +3.5% | -6.3% | +9.9% | +4.1% |
| 3M | -7.1% | -12.3% | +5.2% | -7.0% |
| 6M | -22.5% | -27.0% | +4.5% | -21.3% |
| YTD | -18.1% | -31.8% | +13.7% | -16.6% |
| 1Y | -38.3% | -17.0% | -21.3% | -38.7% |
| 3Y | +73.4% | +159.8% | -86.5% | +39.4% |
| 5Y | +26.7% | -25.1% | +51.8% | +8.9% |
| All | +51.1% | -29.3% | +80.5% | +27.3% |
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