-57.6%
ALHC vs AMBA
-40.3%
-17.3%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +6.1% | -9.0% | -3.7% |
| 7D | +1.0% | -7.2% | +8.2% | +1.9% |
| 30D | -14.2% | -10.4% | -3.8% | -13.2% |
| 3M | -45.1% | -30.1% | -15.0% | -42.8% |
| 6M | -59.5% | -22.4% | -37.1% | -59.7% |
| YTD | -62.8% | -17.3% | -45.5% | -63.7% |
| 1Y | -55.5% | -35.4% | -20.1% | -54.9% |
| 3Y | +25.7% | +18.6% | +7.1% | +4.3% |
| 5Y | -66.8% | -69.8% | +3.0% | -65.1% |
| All | -57.6% | -40.3% | -17.3% | -61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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