-4.1%
AMCR vs ALHC
-31.6%
+27.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.2% | +0.5% | -2.6% |
| 7D | -6.3% | -4.1% | -2.2% | -6.1% |
| 30D | -7.1% | -5.4% | -1.7% | -6.9% |
| 3M | +12.7% | -32.1% | +44.8% | +14.5% |
| 6M | +5.2% | -28.5% | +33.6% | +6.2% |
| YTD | +8.1% | -34.0% | +42.1% | +9.3% |
| 1Y | +11.7% | -20.9% | +32.7% | +12.0% |
| 3Y | +9.9% | +151.5% | -141.6% | +1.3% |
| 5Y | -8.7% | -28.8% | +20.2% | -13.4% |
| All | -4.1% | -31.6% | +27.5% | -11.5% |
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 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