-9.2%
AMCR vs ALHC
-66.2%
+57.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.1% |
| 7D | -2.4% | +0.3% | -2.7% | -2.4% |
| 30D | +3.6% | -10.6% | +14.2% | +4.1% |
| 3M | -4.2% | -45.3% | +41.1% | -1.6% |
| 6M | +15.5% | -59.7% | +75.2% | +19.9% |
| YTD | +9.7% | -62.7% | +72.5% | +13.9% |
| 1Y | +8.3% | -56.1% | +64.4% | +11.5% |
| 3Y | +15.4% | +21.3% | -5.9% | +8.7% |
| All | -9.2% | -66.2% | +57.1% | -8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling