+57.4%
MAR vs ALHC
-51.4%
+108.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +10.1% | -8.1% | +1.6% |
| 7D | +7.7% | -0.5% | +8.2% | +7.7% |
| 30D | +19.4% | -4.2% | +23.6% | +19.4% |
| 3M | +23.3% | -39.8% | +63.1% | +26.1% |
| 6M | +22.8% | -57.7% | +80.6% | +27.7% |
| YTD | +37.8% | -58.8% | +96.5% | +41.0% |
| 1Y | +57.4% | -52.4% | +109.7% | +54.8% |
| All | +57.4% | -51.4% | +108.8% | +54.8% |
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