+57.3%
VZ vs ALHC
+25.6%
+31.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.1% | +7.0% | 0.0% |
| 7D | +5.6% | -6.2% | +11.8% | +5.7% |
| 30D | +1.9% | -9.7% | +11.5% | +2.0% |
| 3M | +0.8% | -44.7% | +45.5% | +1.0% |
| 6M | +0.6% | -58.7% | +59.3% | +0.7% |
| YTD | +20.8% | -61.7% | +82.5% | +20.9% |
| 1Y | +23.9% | -55.7% | +79.6% | +23.8% |
| All | +57.3% | +25.6% | +31.8% | +55.0% |
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