-13.5%
AMT vs ALHC
-66.2%
+52.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.8% | +1.1% |
| 7D | +1.5% | +0.3% | +1.2% | +1.5% |
| 30D | +6.8% | -10.6% | +17.4% | +7.4% |
| 3M | +11.2% | -45.3% | +56.5% | +14.6% |
| 6M | +12.5% | -59.7% | +72.2% | +17.2% |
| YTD | +12.5% | -62.7% | +75.2% | +17.3% |
| 1Y | +10.1% | -56.1% | +66.2% | +13.3% |
| 3Y | +16.0% | +21.3% | -5.2% | +5.2% |
| All | -13.5% | -66.2% | +52.8% | -12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling