+108.0%
AMGN vs ALHC
-30.5%
+138.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -0.6% | -9.5% | -10.0% |
| 7D | -10.3% | -1.0% | -9.3% | -10.2% |
| 30D | -3.8% | -6.3% | +2.6% | -3.5% |
| 3M | +14.4% | -12.3% | +26.7% | +14.2% |
| 6M | +7.8% | -27.0% | +34.8% | +8.5% |
| YTD | +22.6% | -31.8% | +54.4% | +23.6% |
| 1Y | +44.2% | -17.0% | +61.2% | +43.6% |
| 3Y | +65.8% | +159.8% | -94.0% | +51.3% |
| 5Y | +108.0% | -25.1% | +133.1% | +93.2% |
| All | +108.0% | -30.5% | +138.5% | +93.2% |
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 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