-14.7%
AMRZ vs ALHC
-3.3%
-11.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -1.9% | -0.6% | -1.3% | -1.9% |
| 30D | -16.9% | -1.0% | -15.9% | -16.9% |
| 3M | -19.2% | -10.2% | -9.0% | -19.2% |
| 6M | -29.3% | -28.3% | -1.0% | -28.7% |
| YTD | -18.0% | -31.4% | +13.5% | -17.8% |
| 1Y | -15.1% | -16.9% | +1.9% | -17.3% |
| All | -14.7% | -3.3% | -11.4% | -16.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling