+67.8%
SAP vs ALHC
+28.2%
+39.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | -2.5% | -5.5% | +3.1% | -2.5% |
| 30D | +7.5% | -4.9% | +12.4% | +7.4% |
| 3M | +11.6% | -41.7% | +53.4% | +11.3% |
| 6M | +37.6% | -55.2% | +92.8% | +37.2% |
| YTD | -2.0% | -61.1% | +59.1% | -2.1% |
| 1Y | -6.4% | -53.3% | +47.0% | -7.0% |
| All | +67.8% | +28.2% | +39.6% | +62.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling