-55.7%
ALHC vs ACM
+17.2%
-72.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.6% | +4.9% | +5.3% |
| 7D | +3.8% | +6.6% | -2.8% | +1.6% |
| 30D | +1.7% | +19.8% | -18.1% | -4.5% |
| 3M | -44.3% | -3.1% | -41.2% | -44.0% |
| 6M | -57.2% | -11.5% | -45.7% | -56.0% |
| YTD | -61.2% | -24.7% | -36.5% | -57.5% |
| 1Y | -53.2% | -45.1% | -8.1% | -41.0% |
| 3Y | +27.8% | -8.9% | +36.7% | +18.4% |
| 5Y | -65.4% | +5.4% | -70.8% | -71.3% |
| All | -55.7% | +17.2% | -72.9% | -63.6% |
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