+174.6%
ARM vs ALHC
+35.4%
+139.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.9% | +7.6% | +4.9% |
| 7D | -15.2% | +1.0% | -16.2% | -15.2% |
| 30D | -40.7% | -14.2% | -26.5% | -40.3% |
| 3M | -39.1% | -45.1% | +6.1% | -37.7% |
| 6M | -26.4% | -59.5% | +33.1% | -23.6% |
| YTD | +59.7% | -62.8% | +122.6% | +66.3% |
| 1Y | +10.3% | -55.5% | +65.8% | +12.3% |
| 3Y | +228.9% | +25.7% | +203.2% | +168.9% |
| All | +174.6% | +35.4% | +139.2% | +120.6% |
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