-52.4%
ALHC vs ACM
-46.6%
-5.8%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.1% | +2.9% | +7.2% | +10.0% |
| 7D | -0.5% | +9.5% | -10.0% | -0.6% |
| 30D | -4.2% | +14.7% | -19.0% | -4.5% |
| 3M | -39.8% | -9.5% | -30.3% | -40.6% |
| 6M | -57.7% | -18.0% | -39.7% | -57.5% |
| YTD | -58.8% | -27.3% | -31.5% | -57.6% |
| 1Y | -52.4% | -47.0% | -5.4% | -50.2% |
| All | -52.4% | -46.6% | -5.8% | -50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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