+95.5%
AMD vs ALHC
-51.4%
+146.9%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +10.1% | -9.1% | +0.2% |
| 7D | -15.5% | -0.5% | -15.0% | -15.6% |
| 30D | -22.6% | -4.2% | -18.4% | -22.6% |
| 3M | -5.7% | -39.8% | +34.0% | -3.4% |
| 6M | +43.1% | -57.7% | +100.8% | +53.9% |
| YTD | +128.2% | -58.8% | +187.0% | +149.6% |
| 1Y | +95.5% | -52.4% | +147.8% | +104.3% |
| All | +95.5% | -51.4% | +146.9% | +104.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling