+92.1%
AMDL vs ALHC
+58.1%
+33.9%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.5% | -2.8% | +2.1% |
| 7D | +5.4% | +3.8% | +1.6% | +5.5% |
| 30D | -36.6% | +1.7% | -38.3% | -36.3% |
| 3M | -1.0% | -44.3% | +43.4% | +2.9% |
| 6M | -12.1% | -57.2% | +45.1% | -6.6% |
| YTD | +215.1% | -61.2% | +276.3% | +239.0% |
| 1Y | +130.4% | -53.2% | +183.5% | +144.9% |
| All | +92.1% | +58.1% | +33.9% | +100.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling