+480.1%
AMD vs ALHC
-61.5%
+541.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.9% | +13.9% | +11.4% |
| 7D | -11.0% | +1.0% | -12.0% | -11.0% |
| 30D | -30.5% | -14.2% | -16.3% | -29.2% |
| 3M | -8.2% | -45.1% | +36.9% | -2.0% |
| 6M | +6.6% | -59.5% | +66.1% | +16.5% |
| YTD | +109.7% | -62.8% | +172.5% | +131.0% |
| 1Y | +88.9% | -55.5% | +144.4% | +102.7% |
| 3Y | +301.8% | +25.7% | +276.1% | +241.3% |
| 5Y | +229.4% | -66.8% | +296.1% | +217.1% |
| All | +480.1% | -61.5% | +541.5% | +407.0% |
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