+95.0%
AMDL vs ALHC
+179.2%
-84.2%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | 0.0% | +9.2% | +9.2% |
| 7D | +4.5% | -0.6% | +5.1% | +4.6% |
| 30D | -4.4% | -1.0% | -3.4% | -4.3% |
| 3M | -30.5% | -10.2% | -20.3% | -29.9% |
| 6M | +300.9% | -28.3% | +329.2% | +309.6% |
| YTD | +219.9% | -31.4% | +251.4% | +231.6% |
| 1Y | +374.7% | -16.9% | +391.6% | +387.8% |
| All | +95.0% | +179.2% | -84.2% | +96.1% |
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 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