-58.0%
ALHC vs AMBA
-37.1%
-20.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.3% | -6.2% | -1.6% |
| 7D | +3.9% | 0.0% | +3.9% | +3.8% |
| 30D | -3.6% | -8.6% | +4.9% | -2.7% |
| 3M | -49.4% | -29.0% | -20.4% | -47.3% |
| 6M | -59.5% | -19.2% | -40.2% | -59.8% |
| YTD | -63.2% | -13.0% | -50.2% | -64.3% |
| 1Y | -55.5% | -31.3% | -24.2% | -55.3% |
| 3Y | +23.0% | +28.1% | -5.1% | +0.7% |
| 5Y | -65.7% | -69.4% | +3.7% | -64.0% |
| All | -58.0% | -37.1% | -20.9% | -61.8% |
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