+105.0%
AMGN vs ALHC
-28.9%
+133.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.5% | -1.5% |
| 7D | +1.1% | -0.6% | +1.7% | +1.1% |
| 30D | +7.8% | -1.0% | +8.9% | +7.8% |
| 3M | +27.3% | -10.2% | +37.4% | +27.0% |
| 6M | +16.8% | -28.3% | +45.1% | +17.6% |
| YTD | +36.3% | -31.4% | +67.8% | +37.3% |
| 1Y | +60.4% | -16.9% | +77.4% | +59.9% |
| 3Y | +86.3% | +135.5% | -49.1% | +72.6% |
| 5Y | +125.7% | -33.6% | +159.3% | +111.6% |
| All | +105.0% | -28.9% | +133.9% | +89.9% |
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