+25.9%
NFLX vs ALHC
-61.8%
+87.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.8% | +0.9% |
| 7D | +2.6% | +3.9% | -1.3% | +2.2% |
| 30D | -9.0% | -3.6% | -5.4% | -8.8% |
| 3M | -13.7% | -49.4% | +35.7% | -8.4% |
| 6M | -26.9% | -59.5% | +32.5% | -21.7% |
| YTD | -31.8% | -63.2% | +31.4% | -26.7% |
| 1Y | -42.1% | -55.5% | +13.4% | -39.1% |
| 3Y | +47.0% | +23.0% | +23.9% | +29.2% |
| 5Y | -2.5% | -65.7% | +63.2% | -10.9% |
| All | +25.9% | -61.8% | +87.7% | +11.9% |
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 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