-18.1%
AMRZ vs ALHC
-45.2%
+27.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.5% | -7.3% | -2.1% |
| 7D | +0.2% | +3.8% | -3.6% | 0.0% |
| 30D | +16.2% | +1.7% | +14.5% | +16.0% |
| 3M | -8.9% | -44.3% | +35.4% | -6.3% |
| 6M | -20.1% | -57.2% | +37.1% | -16.9% |
| YTD | -21.3% | -61.2% | +39.9% | -18.9% |
| 1Y | -12.6% | -53.2% | +40.5% | -12.8% |
| All | -18.1% | -45.2% | +27.1% | -17.2% |
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