-96.7%
AMC vs ALHC
-59.6%
-37.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.4% | -1.2% |
| 7D | -2.8% | -5.5% | +2.7% | -1.6% |
| 30D | +14.0% | -4.9% | +18.9% | +15.1% |
| 3M | +42.5% | -41.7% | +84.2% | +56.2% |
| 6M | +142.6% | -55.2% | +197.7% | +170.2% |
| YTD | +119.2% | -61.1% | +180.3% | +150.0% |
| 1Y | +40.7% | -53.3% | +94.1% | +52.6% |
| 3Y | -57.3% | +28.2% | -85.5% | -69.8% |
| 5Y | -99.1% | -65.8% | -33.3% | -99.2% |
| All | -96.7% | -59.6% | -37.0% | -97.2% |
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