-65.3%
ALHC vs MTCH
-70.9%
+5.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.8% | -2.6% |
| 7D | -0.8% | +6.7% | -7.5% | -2.9% |
| 30D | -9.6% | -1.4% | -8.3% | -9.6% |
| 3M | -44.5% | +14.8% | -59.3% | -47.3% |
| 6M | -59.2% | +19.4% | -78.6% | -62.0% |
| YTD | -62.0% | +32.3% | -94.3% | -66.2% |
| 1Y | -54.8% | +29.5% | -84.3% | -59.5% |
| 3Y | +25.0% | +47.2% | -22.2% | +0.6% |
| 5Y | -65.3% | -70.2% | +4.9% | -35.7% |
| All | -65.3% | -70.9% | +5.5% | -35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling