+75.1%
SAP vs ALHC
+21.9%
+53.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.9% | -1.2% | -4.1% |
| 7D | -0.7% | +1.0% | -1.6% | -0.7% |
| 30D | +11.1% | -14.2% | +25.2% | +11.0% |
| 3M | +17.0% | -45.1% | +62.2% | +16.7% |
| 6M | +34.8% | -59.5% | +94.4% | +34.7% |
| YTD | -2.2% | -62.8% | +60.6% | -2.3% |
| 1Y | -6.4% | -55.5% | +49.0% | -7.0% |
| 3Y | +75.1% | +25.7% | +49.5% | +66.4% |
| All | +75.1% | +21.9% | +53.2% | +66.4% |
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 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