-17.0%
AMRZ vs ALHC
-46.0%
+29.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -7.1% | +3.7% | -2.9% |
| 7D | +2.5% | -6.2% | +8.7% | +2.9% |
| 30D | +14.4% | -9.7% | +24.1% | +15.0% |
| 3M | -19.2% | -44.7% | +25.6% | -16.8% |
| 6M | -19.7% | -58.7% | +39.0% | -16.3% |
| YTD | -20.2% | -61.7% | +41.6% | -17.7% |
| 1Y | -15.1% | -55.7% | +40.6% | -14.8% |
| All | -17.0% | -46.0% | +29.0% | -15.9% |
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