-22.2%
ALHC vs ACM
+9.0%
-31.3%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.3% |
| 7D | -1.0% | -0.3% | -0.7% | -0.9% |
| 30D | -6.3% | -12.9% | +6.6% | -2.2% |
| 3M | -12.3% | -6.4% | -5.9% | -11.3% |
| 6M | -27.0% | -29.2% | +2.2% | -18.0% |
| YTD | -31.8% | -29.9% | -1.9% | -23.6% |
| 1Y | -17.0% | -47.3% | +30.3% | +5.2% |
| 3Y | +159.8% | -19.6% | +179.5% | +154.0% |
| 5Y | -25.1% | +5.5% | -30.7% | -38.0% |
| All | -22.2% | +9.0% | -31.3% | -34.6% |
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