+201.3%
AMAT vs ALHC
-61.4%
+262.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.9% | -0.9% | -2.6% |
| 7D | +11.4% | +0.3% | +11.1% | +11.3% |
| 30D | -17.0% | -10.6% | -6.5% | -16.2% |
| 3M | -30.6% | -45.3% | +14.7% | -27.4% |
| 6M | -14.9% | -59.7% | +44.8% | -9.5% |
| YTD | +44.7% | -62.7% | +107.4% | +54.3% |
| 1Y | +66.9% | -56.1% | +123.0% | +75.1% |
| 3Y | +153.3% | +21.3% | +132.0% | +123.4% |
| 5Y | +146.2% | -66.0% | +212.2% | +143.1% |
| All | +201.3% | -61.4% | +262.6% | +172.2% |
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