+93.2%
AME vs ALHC
-28.9%
+122.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +0.6% | -0.6% | +1.2% | +0.7% |
| 30D | -6.7% | -1.0% | -5.7% | -6.7% |
| 3M | +4.1% | -10.2% | +14.2% | +4.0% |
| 6M | +1.6% | -28.3% | +29.9% | +2.6% |
| YTD | +16.1% | -31.4% | +47.6% | +17.5% |
| 1Y | +27.3% | -16.9% | +44.3% | +27.1% |
| 3Y | +50.9% | +135.5% | -84.6% | +35.8% |
| 5Y | +81.4% | -33.6% | +115.0% | +72.3% |
| All | +93.2% | -28.9% | +122.1% | +81.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling