+67.2%
AMP vs ALHC
+151.5%
-84.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.7% |
| 7D | 0.0% | -4.1% | +4.1% | +0.2% |
| 30D | -1.0% | -5.4% | +4.4% | -0.8% |
| 3M | +23.2% | -32.1% | +55.4% | +25.0% |
| 6M | +20.4% | -28.5% | +48.9% | +21.5% |
| YTD | +13.6% | -34.0% | +47.7% | +15.0% |
| 1Y | +13.4% | -20.9% | +34.3% | +14.0% |
| All | +67.2% | +151.5% | -84.3% | +59.4% |
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