-21.8%
ALHC vs AMBA
-35.9%
+14.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | +0.1% |
| 7D | -0.6% | -11.0% | +10.4% | +1.0% |
| 30D | -1.0% | -23.2% | +22.1% | +2.5% |
| 3M | -10.2% | -12.7% | +2.6% | -10.7% |
| 6M | -28.3% | +11.2% | -39.5% | -32.7% |
| YTD | -31.4% | -11.2% | -20.2% | -33.3% |
| 1Y | -16.9% | -22.5% | +5.6% | -18.3% |
| 3Y | +135.5% | -1.3% | +136.8% | +107.3% |
| 5Y | -33.6% | -54.2% | +20.5% | -35.3% |
| All | -21.8% | -35.9% | +14.1% | -28.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling