+143.7%
ORCL vs ALHC
-28.9%
+172.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | +5.3% | -0.6% | +5.8% | +5.3% |
| 30D | +10.0% | -1.0% | +11.0% | +10.0% |
| 3M | -32.6% | -10.2% | -22.4% | -32.6% |
| 6M | +4.9% | -28.3% | +33.2% | +5.2% |
| YTD | -17.8% | -31.4% | +13.7% | -17.5% |
| 1Y | -28.0% | -16.9% | -11.1% | -28.2% |
| 3Y | +36.0% | +135.5% | -99.5% | +27.0% |
| 5Y | +88.7% | -33.6% | +122.4% | +79.5% |
| All | +143.7% | -28.9% | +172.6% | +127.5% |
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