-4.9%
AMT vs ALHC
-59.6%
+54.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.3% | -0.1% |
| 7D | -2.4% | -5.5% | +3.2% | -2.1% |
| 30D | +4.2% | -4.9% | +9.2% | +4.4% |
| 3M | +13.4% | -41.7% | +55.2% | +16.1% |
| 6M | +9.4% | -55.2% | +64.6% | +12.7% |
| YTD | +11.7% | -61.1% | +72.7% | +15.6% |
| 1Y | +7.1% | -53.3% | +60.5% | +9.6% |
| 3Y | +15.1% | +28.2% | -13.1% | +5.9% |
| 5Y | -17.9% | -65.8% | +47.9% | -22.9% |
| All | -4.9% | -59.6% | +54.7% | -10.3% |
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