+937.2%
SMCI vs ALHC
-28.9%
+966.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | 0.0% | +4.6% | +4.5% |
| 7D | +6.8% | -0.6% | +7.4% | +6.8% |
| 30D | +30.6% | -1.0% | +31.6% | +30.6% |
| 3M | -15.6% | -10.2% | -5.4% | -16.5% |
| 6M | +21.3% | -28.3% | +49.5% | +21.3% |
| YTD | +35.3% | -31.4% | +66.7% | +35.4% |
| 1Y | -2.7% | -16.9% | +14.2% | -3.6% |
| 3Y | +40.3% | +135.5% | -95.2% | +22.4% |
| 5Y | +941.8% | -33.6% | +975.5% | +900.9% |
| All | +937.2% | -28.9% | +966.1% | +854.2% |
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