+119.5%
AMGN vs ALHC
-59.6%
+179.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.4% | +0.6% |
| 7D | -2.2% | -5.5% | +3.4% | -1.9% |
| 30D | +12.1% | -4.9% | +17.0% | +12.3% |
| 3M | +13.6% | -41.7% | +55.4% | +15.9% |
| 6M | +43.9% | -55.2% | +99.1% | +47.4% |
| YTD | +45.9% | -61.1% | +107.0% | +50.1% |
| 1Y | +42.1% | -53.3% | +95.5% | +44.8% |
| 3Y | +91.6% | +28.2% | +63.4% | +81.9% |
| 5Y | +158.5% | -65.8% | +224.3% | +148.5% |
| All | +119.5% | -59.6% | +179.1% | +107.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling