+0.4%
AMCR vs ALHC
-28.9%
+29.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-07.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -1.9% | -0.6% | -1.3% | -1.8% |
| 30D | -4.1% | -1.0% | -3.1% | -4.1% |
| 3M | +21.7% | -10.2% | +31.8% | +21.9% |
| 6M | +1.5% | -28.3% | +29.8% | +2.5% |
| YTD | +13.1% | -31.4% | +44.6% | +14.2% |
| 1Y | +16.5% | -16.9% | +33.4% | +16.5% |
| 3Y | +10.3% | +135.5% | -125.2% | +1.9% |
| 5Y | -7.7% | -33.6% | +26.0% | -12.4% |
| All | +0.4% | -28.9% | +29.3% | -7.5% |
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 1990-01-01 to 2026-09-07: 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…
1990-01-01 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling