+86.1%
ARM vs ALHC
-16.6%
+102.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +4.0% | +3.9% |
| 7D | +5.5% | -0.6% | +6.0% | +5.4% |
| 30D | -8.2% | -1.0% | -7.2% | -8.2% |
| 3M | -35.9% | -10.2% | -25.8% | -34.3% |
| 6M | +103.1% | -28.3% | +131.4% | +107.7% |
| YTD | +130.6% | -31.4% | +162.1% | +136.2% |
| 1Y | +86.1% | -16.9% | +103.0% | +89.4% |
| All | +86.1% | -16.6% | +102.7% | +89.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling