+61.4%
AMAT vs ALHC
-51.4%
+112.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +10.1% | -13.4% | -3.7% |
| 7D | -11.2% | -0.5% | -10.7% | -11.2% |
| 30D | -31.9% | -4.2% | -27.6% | -31.8% |
| 3M | -32.3% | -39.8% | +7.4% | -30.9% |
| 6M | -5.4% | -57.7% | +52.3% | -0.9% |
| YTD | +44.3% | -58.8% | +103.0% | +45.4% |
| 1Y | +61.4% | -52.4% | +113.7% | +50.5% |
| All | +61.4% | -51.4% | +112.8% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 1y: compounded portfolio wealth divided by compounded ALHC 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…
1y analysis · Full analysis span regression · 6 months rolling