+124.9%
QQQ vs ALHC
-60.6%
+185.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | -0.2% |
| 7D | +6.4% | -0.8% | +7.1% | +6.4% |
| 30D | -7.5% | -9.6% | +2.2% | -6.9% |
| 3M | -4.8% | -44.5% | +39.7% | -1.5% |
| 6M | -2.5% | -59.2% | +56.7% | +2.3% |
| YTD | +12.4% | -62.0% | +74.4% | +18.0% |
| 1Y | +11.3% | -54.8% | +66.1% | +15.1% |
| 3Y | +85.0% | +25.0% | +60.0% | +66.7% |
| 5Y | +79.6% | -65.3% | +145.0% | +71.8% |
| All | +124.9% | -60.6% | +185.5% | +108.4% |
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