+6.2%
WMT vs ALHC
-22.7%
+28.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | -0.1% |
| 7D | -2.5% | -5.8% | +3.3% | -2.6% |
| 30D | -6.4% | -3.3% | -3.1% | -6.5% |
| 3M | -12.1% | -37.9% | +25.8% | -12.9% |
| 6M | -15.0% | -29.5% | +14.5% | -16.0% |
| YTD | -4.5% | -35.4% | +30.9% | -5.6% |
| 1Y | +6.2% | -22.4% | +28.6% | +5.5% |
| All | +6.2% | -22.7% | +28.9% | +5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling