+170.5%
AMAT vs ALHC
-61.5%
+232.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.9% | +7.1% | +4.5% |
| 7D | -14.7% | +1.0% | -15.7% | -14.8% |
| 30D | -36.1% | -14.2% | -21.9% | -35.3% |
| 3M | -36.9% | -45.1% | +8.3% | -33.9% |
| 6M | -22.2% | -59.5% | +37.3% | -17.3% |
| YTD | +29.9% | -62.8% | +92.8% | +38.6% |
| 1Y | +43.3% | -55.5% | +98.7% | +50.1% |
| 3Y | +142.7% | +25.7% | +117.0% | +112.8% |
| 5Y | +126.2% | -66.8% | +193.0% | +123.5% |
| All | +170.5% | -61.5% | +232.0% | +144.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling