-99.9%
AMIX vs ALHC
+6.8%
-106.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -2.5% | -6.0% | -9.0% |
| 7D | -10.9% | -0.8% | -10.1% | -11.1% |
| 30D | -55.0% | -9.6% | -45.3% | -56.3% |
| 3M | -82.0% | -44.5% | -37.5% | -84.6% |
| 6M | -80.4% | -59.2% | -21.3% | -83.2% |
| YTD | -88.3% | -62.0% | -26.2% | -89.9% |
| 1Y | -92.4% | -54.8% | -37.6% | -93.5% |
| All | -99.9% | +6.8% | -106.8% | -99.9% |
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 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