+247.2%
AMAT vs ALHC
-33.5%
+280.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | -1.5% | -0.6% | -0.9% | -1.5% |
| 30D | -14.8% | -1.0% | -13.8% | -14.8% |
| 3M | -9.3% | -10.2% | +0.9% | -9.3% |
| 6M | +27.4% | -28.3% | +55.7% | +29.2% |
| YTD | +77.6% | -31.4% | +109.0% | +80.6% |
| 1Y | +188.9% | -16.9% | +205.9% | +188.3% |
| 3Y | +202.3% | +135.5% | +66.8% | +150.5% |
| All | +247.2% | -33.5% | +280.7% | +212.9% |
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