-99.3%
AMC vs ALHC
-64.2%
-35.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +12.0% |
| 3M | +22.2% | -45.1% | +67.3% | +35.8% |
| 6M | +91.5% | -59.5% | +151.0% | +118.8% |
| YTD | +101.3% | -62.8% | +164.1% | +132.1% |
| 1Y | +20.8% | -55.5% | +76.3% | +32.2% |
| 3Y | -71.3% | +25.7% | -97.0% | -80.4% |
| All | -99.3% | -64.2% | -35.1% | -99.4% |
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 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