+93.8%
SAP vs ALHC
-28.9%
+122.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.9% |
| 7D | -2.9% | -0.6% | -2.3% | -2.9% |
| 30D | +9.0% | -1.0% | +10.0% | +9.0% |
| 3M | +14.9% | -10.2% | +25.1% | +14.7% |
| 6M | +11.9% | -28.3% | +40.2% | +12.7% |
| YTD | -9.9% | -31.4% | +21.5% | -9.2% |
| 1Y | -19.5% | -16.9% | -2.6% | -20.0% |
| 3Y | +61.8% | +135.5% | -73.7% | +44.5% |
| 5Y | +56.2% | -33.6% | +89.8% | +47.1% |
| All | +93.8% | -28.9% | +122.7% | +81.4% |
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