-62.2%
ALHC vs ACM
-2.7%
-59.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | +1.0% | +5.4% | -4.4% | -0.8% |
| 30D | -14.2% | +15.1% | -29.3% | -18.2% |
| 3M | -45.1% | -10.5% | -34.7% | -43.1% |
| 6M | -59.5% | -19.7% | -39.8% | -56.7% |
| YTD | -62.8% | -28.8% | -34.0% | -58.4% |
| 1Y | -55.5% | -47.9% | -7.6% | -42.3% |
| 3Y | +25.7% | -12.4% | +38.0% | +14.9% |
| All | -62.2% | -2.7% | -59.4% | -69.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling