-12.3%
AMRZ vs ALHC
-51.4%
+39.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +10.1% | -5.0% | +4.6% |
| 7D | +10.3% | -0.5% | +10.8% | +10.3% |
| 30D | +18.7% | -4.2% | +22.9% | +18.8% |
| 3M | -14.6% | -39.8% | +25.1% | -13.0% |
| 6M | -12.9% | -57.7% | +44.9% | -9.8% |
| YTD | -17.4% | -58.8% | +41.4% | -17.5% |
| 1Y | -12.3% | -52.4% | +40.1% | -18.1% |
| All | -12.3% | -51.4% | +39.1% | -18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling