+55.2%
TMUS vs ALHC
-28.9%
+84.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.4% | -3.5% |
| 7D | +0.1% | -0.6% | +0.7% | +0.1% |
| 30D | +5.3% | -1.0% | +6.3% | +5.2% |
| 3M | +3.1% | -10.2% | +13.3% | +3.2% |
| 6M | -16.5% | -28.3% | +11.8% | -15.6% |
| YTD | -9.2% | -31.4% | +22.3% | -8.1% |
| 1Y | -26.5% | -16.9% | -9.5% | -26.6% |
| 3Y | +39.0% | +135.5% | -96.5% | +26.4% |
| 5Y | +40.4% | -33.6% | +74.0% | +33.1% |
| All | +55.2% | -28.9% | +84.1% | +42.8% |
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