-96.9%
AMC vs ALHC
-61.5%
-35.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.9% | +4.9% | +2.5% |
| 7D | +2.6% | +1.0% | +1.7% | +2.5% |
| 30D | +9.0% | -14.2% | +23.2% | +11.9% |
| 3M | +22.2% | -45.1% | +67.3% | +35.6% |
| 6M | +91.5% | -59.5% | +151.0% | +118.5% |
| YTD | +101.3% | -62.8% | +164.1% | +131.7% |
| 1Y | +20.8% | -55.5% | +76.3% | +32.3% |
| 3Y | -71.3% | +25.7% | -97.0% | -79.7% |
| 5Y | -99.2% | -66.8% | -32.5% | -99.3% |
| All | -96.9% | -61.5% | -35.5% | -97.4% |
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