+15.4%
AMCR vs ALHC
+25.0%
-9.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.1% | -1.2% |
| 7D | -4.5% | -0.8% | -3.7% | -4.4% |
| 30D | +4.9% | -9.6% | +14.5% | +5.2% |
| 3M | -4.6% | -44.5% | +40.0% | -2.8% |
| 6M | +15.2% | -59.2% | +74.4% | +18.3% |
| YTD | +9.7% | -62.0% | +71.8% | +12.6% |
| 1Y | +10.5% | -54.8% | +65.3% | +12.8% |
| All | +15.4% | +25.0% | -9.6% | +9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling