-11.4%
AMCR vs ALHC
-27.5%
+16.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +14.6% |
| 6M | +5.2% | -28.5% | +33.6% | +6.2% |
| YTD | +8.1% | -34.0% | +42.1% | +9.4% |
| 1Y | +10.0% | -20.9% | +31.0% | +10.3% |
| 3Y | +6.6% | +151.5% | -145.0% | -2.5% |
| 5Y | -11.4% | -28.8% | +17.4% | -16.4% |
| All | -11.4% | -27.5% | +16.1% | -16.4% |
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