-65.3%
ALHC vs ACM
+3.9%
-69.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.4% |
| 7D | -0.8% | +5.1% | -5.9% | -2.6% |
| 30D | -9.6% | +18.7% | -28.3% | -14.9% |
| 3M | -44.5% | +15.5% | -60.0% | -47.3% |
| 6M | -59.2% | +1.2% | -60.4% | -59.9% |
| YTD | -62.0% | -25.2% | -36.8% | -58.2% |
| 1Y | -54.8% | -46.3% | -8.5% | -41.8% |
| 3Y | +25.0% | -9.6% | +34.6% | +13.6% |
| 5Y | -65.3% | +4.4% | -69.7% | -73.2% |
| All | -65.3% | +3.9% | -69.2% | -73.2% |
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