+90.4%
AMGN vs ALHC
+30.0%
+60.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.5% | -5.5% | -0.2% |
| 7D | +0.9% | +3.8% | -2.9% | +0.7% |
| 30D | +12.1% | +1.7% | +10.5% | +12.0% |
| 3M | +12.2% | -44.3% | +56.5% | +14.8% |
| 6M | +42.1% | -57.2% | +99.4% | +45.9% |
| YTD | +45.0% | -61.2% | +106.2% | +49.2% |
| 1Y | +47.7% | -53.2% | +100.9% | +50.0% |
| 3Y | +90.4% | +27.8% | +62.6% | +70.4% |
| All | +90.4% | +30.0% | +60.4% | +70.4% |
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