+137.7%
AMDL vs ALHC
-55.7%
+193.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.6% | -1.9% | -15.7% | -17.3% |
| 7D | +37.2% | +0.3% | +36.9% | +37.1% |
| 30D | -24.0% | -10.6% | -13.5% | -22.2% |
| 3M | -1.0% | -45.3% | +44.3% | +5.3% |
| 6M | -3.2% | -59.7% | +56.5% | +10.4% |
| YTD | +232.2% | -62.7% | +295.0% | +313.5% |
| 1Y | +137.7% | -56.1% | +193.8% | +182.0% |
| All | +137.7% | -55.7% | +193.4% | +182.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling