I'd like to define a command \alert{} by
\newcommand{\alert}[1]{\textcolor{red}{#1}}
in a way that I could use it on every new file.
I was thinking to define it on some cls file (amsart for example). But if I create a new file using report class the new command will not work.
Is there some internal file where I could define my command to work as a default LaTeX command. For example, using any class we can make use of some commands (\textrm{} for example). So I guess that there is some file to be loaded globally.

\textrmis compiled into the latex format no file needs to be read (unlike say\rmwhich is not defined in the format and only defined if at all by a class or package file) – David Carlisle Jan 10 at 0:00amsart.clsor similar files. – David Carlisle Jan 10 at 0:01