+61.2%
AMP vs ALHC
+22.7%
+38.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.0% | +1.2% |
| 7D | +3.9% | +0.3% | +3.7% | +3.9% |
| 30D | +5.1% | -10.6% | +15.7% | +5.6% |
| 3M | -8.7% | -45.3% | +36.6% | -6.7% |
| 6M | +11.4% | -59.7% | +71.1% | +14.9% |
| YTD | +7.3% | -62.7% | +70.1% | +10.9% |
| 1Y | +14.6% | -56.1% | +70.7% | +17.6% |
| 3Y | +61.2% | +21.3% | +40.0% | +61.0% |
| All | +61.2% | +22.7% | +38.6% | +61.0% |
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