-90.5%
AMIX vs ALHC
-55.2%
-35.4%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -1.0% | +12.8% | +11.2% |
| 7D | +1.2% | +3.9% | -2.7% | +4.3% |
| 30D | -45.3% | -3.6% | -41.7% | -47.0% |
| 3M | -83.1% | -49.4% | -33.7% | -90.6% |
| 6M | -76.9% | -59.5% | -17.4% | -86.3% |
| YTD | -85.3% | -63.2% | -22.1% | -90.4% |
| All | -90.5% | -55.2% | -35.4% | -90.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling