+4.1%
ARM vs ALHC
-55.4%
+59.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -7.1% | -6.0% | -13.5% |
| 7D | -27.1% | -6.2% | -20.9% | -27.4% |
| 30D | -44.9% | -9.7% | -35.2% | -45.2% |
| 3M | -39.3% | -44.7% | +5.5% | -42.5% |
| 6M | -20.2% | -58.7% | +38.5% | -21.8% |
| YTD | +52.5% | -61.7% | +114.2% | +48.0% |
| 1Y | +4.1% | -55.7% | +59.8% | +0.8% |
| All | +4.1% | -55.4% | +59.5% | +0.8% |
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 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