+185.4%
ARM vs ALHC
+41.5%
+143.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.5% | -8.1% | -2.8% |
| 7D | -10.4% | +3.8% | -14.2% | -10.5% |
| 30D | -31.8% | +1.7% | -33.5% | -31.9% |
| 3M | -32.2% | -44.3% | +12.1% | -30.7% |
| 6M | -14.9% | -57.2% | +42.3% | -11.9% |
| YTD | +66.0% | -61.2% | +127.2% | +72.5% |
| 1Y | +17.2% | -53.2% | +70.4% | +18.9% |
| 3Y | +247.2% | +27.8% | +219.4% | +184.5% |
| All | +185.4% | +41.5% | +143.9% | +128.8% |
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