-97.4%
AMC vs ALHC
-28.9%
-68.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.4% | +4.3% |
| 7D | +2.3% | -0.6% | +2.9% | +2.4% |
| 30D | -0.7% | -1.0% | +0.3% | -0.7% |
| 3M | +35.2% | -10.2% | +45.4% | +33.9% |
| 6M | +124.6% | -28.3% | +152.9% | +130.7% |
| YTD | +69.9% | -31.4% | +101.3% | +75.4% |
| 1Y | -2.6% | -16.9% | +14.4% | -5.0% |
| 3Y | -79.8% | +135.5% | -215.2% | -87.5% |
| 5Y | -99.4% | -33.6% | -65.8% | -99.5% |
| All | -97.4% | -28.9% | -68.5% | -98.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling