+117.1%
AMAT vs ALHC
-62.4%
+179.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -7.1% | -6.5% | -13.0% |
| 7D | -24.3% | -6.2% | -18.1% | -23.9% |
| 30D | -39.8% | -9.7% | -30.1% | -39.4% |
| 3M | -40.2% | -44.7% | +4.6% | -37.6% |
| 6M | -22.1% | -58.7% | +36.6% | -17.6% |
| YTD | +24.7% | -61.7% | +86.4% | +32.2% |
| 1Y | +33.3% | -55.7% | +88.9% | +39.3% |
| 3Y | +133.9% | +25.6% | +108.3% | +105.9% |
| 5Y | +117.1% | -65.8% | +182.9% | +100.1% |
| All | +117.1% | -62.4% | +179.5% | +100.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling