+241.7%
TQQQ vs ALHC
-29.3%
+271.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | +4.4% | -1.0% | +5.3% | +4.6% |
| 30D | -3.1% | -6.3% | +3.2% | -1.9% |
| 3M | -5.2% | -12.3% | +7.1% | -5.5% |
| 6M | +52.4% | -27.0% | +79.4% | +55.9% |
| YTD | +37.4% | -31.8% | +69.3% | +42.2% |
| 1Y | +56.0% | -17.0% | +73.0% | +53.3% |
| 3Y | +268.7% | +159.8% | +108.8% | +121.0% |
| 5Y | +101.2% | -25.1% | +126.4% | +59.0% |
| All | +241.7% | -29.3% | +271.0% | +154.4% |
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