+10.3%
ARM vs ALHC
-56.7%
+67.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.9% | +7.6% | +4.6% |
| 7D | -15.2% | +1.0% | -16.2% | -15.0% |
| 30D | -40.7% | -14.2% | -26.5% | -41.2% |
| 3M | -39.1% | -45.1% | +6.1% | -42.3% |
| 6M | -26.4% | -59.5% | +33.1% | -28.1% |
| YTD | +59.7% | -62.8% | +122.6% | +54.7% |
| 1Y | +10.3% | -55.5% | +65.8% | +6.9% |
| All | +10.3% | -56.7% | +67.0% | +6.9% |
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