+253.5%
TQQQ vs ALHC
+151.5%
+102.0%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.3% | -0.7% |
| 7D | +2.8% | -4.1% | +6.9% | +3.0% |
| 30D | -3.0% | -5.4% | +2.4% | -2.9% |
| 3M | -2.7% | -32.1% | +29.4% | -1.3% |
| 6M | +45.4% | -28.5% | +73.9% | +46.4% |
| YTD | +36.3% | -34.0% | +70.3% | +37.8% |
| 1Y | +53.4% | -20.9% | +74.3% | +53.2% |
| All | +253.5% | +151.5% | +102.0% | +206.5% |
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