-18.3%
AMRZ vs ALHC
-45.2%
+26.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.5% | -7.5% | -2.4% |
| 7D | 0.0% | +3.8% | -3.8% | -0.3% |
| 30D | +15.9% | +1.7% | +14.2% | +15.7% |
| 3M | -9.2% | -44.3% | +35.2% | -6.6% |
| 6M | -20.3% | -57.2% | +36.9% | -17.1% |
| YTD | -21.5% | -61.2% | +39.7% | -19.2% |
| 1Y | -12.9% | -53.2% | +40.3% | -13.1% |
| All | -18.3% | -45.2% | +26.9% | -17.4% |
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