+47.6%
AMDL vs ALHC
+51.3%
-3.8%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | -2.9% | +25.2% | +22.6% |
| 7D | -26.2% | +1.0% | -27.2% | -25.8% |
| 30D | -57.1% | -14.2% | -42.9% | -56.3% |
| 3M | -29.8% | -45.1% | +15.3% | -26.9% |
| 6M | -22.2% | -59.5% | +37.3% | -17.0% |
| YTD | +142.1% | -62.8% | +205.0% | +161.7% |
| 1Y | +85.8% | -55.5% | +141.3% | +98.6% |
| All | +47.6% | +51.3% | -3.8% | +54.8% |
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