-57.5%
ALHC vs ACM
+17.0%
-74.5%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.4% | -2.1% |
| 7D | +0.3% | +5.6% | -5.4% | -1.7% |
| 30D | -10.6% | +20.8% | -31.4% | -16.3% |
| 3M | -45.3% | +11.4% | -56.7% | -47.4% |
| 6M | -59.7% | +0.9% | -60.7% | -60.4% |
| YTD | -62.7% | -24.8% | -37.9% | -59.2% |
| 1Y | -56.1% | -46.4% | -9.7% | -44.0% |
| 3Y | +21.3% | -9.2% | +30.5% | +12.5% |
| 5Y | -66.0% | +5.0% | -71.0% | -71.8% |
| All | -57.5% | +17.0% | -74.5% | -65.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling