+199.0%
AMD vs ALHC
-64.2%
+263.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -29.1% |
| 3M | -8.2% | -45.1% | +36.9% | -1.8% |
| 6M | +6.6% | -59.5% | +66.1% | +16.9% |
| YTD | +109.7% | -62.8% | +172.5% | +131.8% |
| 1Y | +88.9% | -55.5% | +144.4% | +103.1% |
| 3Y | +301.8% | +25.7% | +276.1% | +234.9% |
| All | +199.0% | -64.2% | +263.2% | +200.4% |
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