+162.2%
ARM vs ALHC
+39.5%
+122.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -7.1% | -6.0% | -12.7% |
| 7D | -27.1% | -6.2% | -20.9% | -26.9% |
| 30D | -44.9% | -9.7% | -35.2% | -44.6% |
| 3M | -39.3% | -44.7% | +5.5% | -37.9% |
| 6M | -20.2% | -58.7% | +38.5% | -17.1% |
| YTD | +52.5% | -61.7% | +114.2% | +58.6% |
| 1Y | +4.1% | -55.7% | +59.8% | +6.2% |
| 3Y | +211.7% | +25.6% | +186.1% | +155.9% |
| All | +162.2% | +39.5% | +122.7% | +110.3% |
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