+76.8%
SPYM vs ALHC
+30.0%
+46.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.5% | -5.9% | -0.5% |
| 7D | -0.6% | +3.8% | -4.4% | -0.6% |
| 30D | -3.7% | +1.7% | -5.3% | -3.7% |
| 3M | -2.7% | -44.3% | +41.6% | -1.9% |
| 6M | +2.2% | -57.2% | +59.5% | +3.4% |
| YTD | +10.9% | -61.2% | +72.1% | +12.2% |
| 1Y | +11.3% | -53.2% | +64.5% | +12.1% |
| 3Y | +76.8% | +27.8% | +49.0% | +71.1% |
| All | +76.8% | +30.0% | +46.8% | +71.1% |
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