+133.9%
ALHC vs ACM
-21.7%
+155.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | 0.0% |
| 7D | -0.6% | -3.7% | +3.2% | -0.1% |
| 30D | -1.0% | -11.1% | +10.1% | +0.8% |
| 3M | -10.2% | -8.0% | -2.2% | -9.1% |
| 6M | -28.3% | -29.7% | +1.4% | -22.4% |
| YTD | -31.4% | -29.4% | -2.1% | -26.2% |
| 1Y | -16.9% | -46.4% | +29.5% | -3.1% |
| All | +133.9% | -21.7% | +155.5% | +118.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling