-5.6%
AMT vs ALHC
-61.5%
+55.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.9% | +0.2% | -2.5% |
| 7D | +0.5% | +1.0% | -0.4% | +0.5% |
| 30D | +13.6% | -14.2% | +27.8% | +14.2% |
| 3M | +11.5% | -45.1% | +56.6% | +14.5% |
| 6M | +6.9% | -59.5% | +66.5% | +10.8% |
| YTD | +10.8% | -62.8% | +73.7% | +15.0% |
| 1Y | +10.3% | -55.5% | +65.8% | +13.1% |
| 3Y | +12.4% | +25.7% | -13.3% | +3.4% |
| 5Y | -20.1% | -66.8% | +46.7% | -24.8% |
| All | -5.6% | -61.5% | +55.8% | -10.7% |
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