-99.9%
AMIX vs ALHC
+7.7%
-107.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -7.1% | +1.5% | -7.4% |
| 7D | -25.5% | -6.2% | -19.3% | -26.8% |
| 30D | -56.2% | -9.7% | -46.5% | -57.3% |
| 3M | -87.4% | -44.7% | -42.7% | -89.2% |
| 6M | -80.9% | -58.7% | -22.2% | -83.5% |
| YTD | -86.8% | -61.7% | -25.1% | -88.6% |
| 1Y | -91.3% | -55.7% | -35.6% | -92.6% |
| All | -99.9% | +7.7% | -107.6% | -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 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