+201.3%
AMAT vs ALHC
-61.8%
+263.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -1.0% | +12.3% | +11.5% |
| 7D | -1.1% | +3.9% | -4.9% | -1.4% |
| 30D | -26.9% | -3.6% | -23.3% | -26.7% |
| 3M | -31.2% | -49.4% | +18.2% | -27.5% |
| 6M | -14.7% | -59.5% | +44.7% | -9.3% |
| YTD | +44.7% | -63.2% | +107.9% | +54.5% |
| 1Y | +62.0% | -55.5% | +117.4% | +69.6% |
| 3Y | +165.0% | +23.0% | +141.9% | +133.0% |
| 5Y | +147.1% | -65.7% | +212.8% | +143.4% |
| All | +201.3% | -61.8% | +263.1% | +172.5% |
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