-21.8%
ALHC vs MTCH
-67.6%
+45.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.4% |
| 7D | -0.6% | +0.7% | -1.3% | -0.8% |
| 30D | -1.0% | +9.7% | -10.7% | -4.0% |
| 3M | -10.2% | +21.1% | -31.2% | -16.2% |
| 6M | -28.3% | +37.5% | -65.8% | -36.3% |
| YTD | -31.4% | +31.9% | -63.4% | -38.6% |
| 1Y | -16.9% | +14.6% | -31.5% | -22.1% |
| 3Y | +135.5% | -6.2% | +141.6% | +128.0% |
| 5Y | -33.6% | -70.6% | +37.0% | -1.1% |
| All | -21.8% | -67.6% | +45.8% | +9.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling