+21.4%
VZ vs ALHC
-62.5%
+83.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.8% |
| 7D | +2.2% | +3.9% | -1.6% | +2.1% |
| 30D | +10.6% | -3.6% | +14.2% | +10.6% |
| 3M | -0.6% | -49.4% | +48.8% | +0.7% |
| 6M | +0.7% | -59.5% | +60.2% | +2.2% |
| YTD | +20.6% | -63.2% | +83.8% | +22.5% |
| 1Y | +22.7% | -55.5% | +78.2% | +23.9% |
| 3Y | +57.2% | +23.0% | +34.2% | +51.9% |
| 5Y | +21.4% | -65.7% | +87.1% | +14.4% |
| All | +21.4% | -62.5% | +83.9% | +14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling