-4.4%
AMCR vs ALHC
-33.0%
+28.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | -0.2% |
| 7D | -5.0% | -5.8% | +0.8% | -4.7% |
| 30D | -8.0% | -3.3% | -4.6% | -7.9% |
| 3M | +14.3% | -37.9% | +52.2% | +16.6% |
| 6M | +5.3% | -29.5% | +34.8% | +6.4% |
| YTD | +7.7% | -35.4% | +43.1% | +9.1% |
| 1Y | +10.8% | -22.4% | +33.3% | +11.2% |
| 3Y | +9.6% | +146.3% | -136.8% | +1.1% |
| 5Y | -10.2% | -32.0% | +21.8% | -14.7% |
| All | -4.4% | -33.0% | +28.6% | -11.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling