+158.2%
AMP vs ALHC
-33.0%
+191.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.4% |
| 7D | -2.0% | -5.8% | +3.8% | -1.6% |
| 30D | -1.7% | -3.3% | +1.7% | -1.5% |
| 3M | +23.2% | -37.9% | +61.2% | +26.9% |
| 6M | +22.2% | -29.5% | +51.7% | +23.9% |
| YTD | +14.0% | -35.4% | +49.4% | +16.3% |
| 1Y | +14.0% | -22.4% | +36.4% | +14.7% |
| 3Y | +67.0% | +146.3% | -79.3% | +47.5% |
| 5Y | +123.2% | -32.0% | +155.2% | +108.6% |
| All | +158.2% | -33.0% | +191.2% | +135.9% |
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