+62.5%
AME vs ALHC
+21.9%
+40.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.9% | +5.5% | +2.6% |
| 7D | -5.2% | +1.0% | -6.1% | -5.2% |
| 30D | -8.0% | -14.2% | +6.1% | -7.7% |
| 3M | -8.9% | -45.1% | +36.2% | -7.6% |
| 6M | -5.0% | -59.5% | +54.6% | -3.3% |
| YTD | +11.9% | -62.8% | +74.7% | +14.1% |
| 1Y | +16.6% | -55.5% | +72.1% | +18.3% |
| 3Y | +62.5% | +25.7% | +36.8% | +57.2% |
| All | +62.5% | +21.9% | +40.5% | +57.2% |
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