+516.9%
AMD vs ALHC
-28.9%
+545.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | 0.0% | +4.7% | +4.7% |
| 7D | +2.6% | -0.6% | +3.2% | +2.6% |
| 30D | -0.9% | -1.0% | +0.1% | -0.9% |
| 3M | -8.7% | -10.2% | +1.4% | -8.7% |
| 6M | +136.3% | -28.3% | +164.6% | +141.9% |
| YTD | +123.0% | -31.4% | +154.4% | +129.7% |
| 1Y | +195.2% | -16.9% | +212.1% | +196.0% |
| 3Y | +336.3% | +135.5% | +200.9% | +240.5% |
| 5Y | +334.5% | -33.6% | +368.1% | +286.4% |
| All | +516.9% | -28.9% | +545.9% | +404.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling