+261.9%
AMD vs ALHC
+25.6%
+236.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -7.1% | -10.1% | -16.8% |
| 7D | -28.6% | -6.2% | -22.4% | -28.3% |
| 30D | -37.7% | -9.7% | -28.1% | -37.4% |
| 3M | -16.1% | -44.7% | +28.6% | -14.2% |
| 6M | +13.8% | -58.7% | +72.5% | +17.9% |
| YTD | +88.8% | -61.7% | +150.6% | +96.4% |
| 1Y | +57.8% | -55.7% | +113.5% | +63.1% |
| All | +261.9% | +25.6% | +236.3% | +242.2% |
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