+70.5%
AMKR vs ALHC
-60.6%
+131.2%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.5% | -0.1% | -2.3% |
| 7D | +21.7% | -0.8% | +22.5% | +21.8% |
| 30D | -22.0% | -9.6% | -12.4% | -21.3% |
| 3M | -33.1% | -44.5% | +11.4% | -29.8% |
| 6M | -49.3% | -59.2% | +9.9% | -45.7% |
| YTD | -5.5% | -62.0% | +56.5% | +1.4% |
| 1Y | +8.4% | -54.8% | +63.3% | +14.2% |
| 3Y | +62.7% | +25.0% | +37.7% | +42.5% |
| 5Y | +70.5% | -65.3% | +135.8% | +67.6% |
| All | +70.5% | -60.6% | +131.2% | +56.2% |
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 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