+154.4%
ALHC vs MTCH
-3.8%
+158.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.2% |
| 7D | -1.0% | -1.8% | +0.9% | -0.6% |
| 30D | -6.3% | +10.4% | -16.8% | -8.4% |
| 3M | -12.3% | +21.0% | -33.3% | -16.3% |
| 6M | -27.0% | +36.6% | -63.6% | -32.7% |
| YTD | -31.8% | +29.7% | -61.5% | -36.5% |
| 1Y | -17.0% | +8.6% | -25.6% | -19.3% |
| All | +154.4% | -3.8% | +158.2% | +169.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 3y: compounded portfolio wealth divided by compounded MTCH 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…
3y analysis · Full analysis span regression · 6 months rolling