+145.7%
AMDL vs ALHC
+54.6%
+91.0%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -2.5% | +14.3% | +12.1% |
| 7D | +103.5% | -0.8% | +104.3% | +103.5% |
| 30D | -18.3% | -9.6% | -8.7% | -17.2% |
| 3M | +20.1% | -44.5% | +64.6% | +24.9% |
| 6M | +15.9% | -59.2% | +75.1% | +23.7% |
| YTD | +303.0% | -62.0% | +365.0% | +334.4% |
| 1Y | +164.0% | -54.8% | +218.8% | +181.4% |
| All | +145.7% | +54.6% | +91.0% | +156.9% |
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