+20.7%
AMDL vs ALHC
+55.9%
-35.2%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -34.9% | -7.1% | -27.7% | -34.1% |
| 7D | -52.7% | -6.2% | -46.5% | -52.2% |
| 30D | -65.3% | -9.7% | -55.6% | -64.8% |
| 3M | -40.8% | -44.7% | +3.9% | -38.4% |
| 6M | -12.9% | -58.7% | +45.8% | -7.1% |
| YTD | +98.0% | -61.7% | +159.7% | +113.5% |
| 1Y | +30.1% | -55.7% | +85.8% | +39.0% |
| All | +20.7% | +55.9% | -35.2% | +26.3% |
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