-56.1%
ALHC vs ACM
-46.0%
-10.1%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.4% | -1.9% |
| 7D | +0.3% | +5.6% | -5.4% | +0.1% |
| 30D | -10.6% | +20.8% | -31.4% | -10.8% |
| 3M | -45.3% | +11.4% | -56.7% | -45.5% |
| 6M | -59.7% | +0.9% | -60.7% | -59.9% |
| YTD | -62.7% | -24.8% | -37.9% | -61.8% |
| 1Y | -56.1% | -46.4% | -9.7% | -53.4% |
| All | -56.1% | -46.0% | -10.1% | -53.4% |
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