+133.6%
MAR vs ALHC
-29.3%
+162.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.3% |
| 7D | -1.7% | -1.0% | -0.8% | -1.7% |
| 30D | -6.9% | -6.3% | -0.6% | -6.5% |
| 3M | -15.8% | -12.3% | -3.5% | -15.7% |
| 6M | +1.9% | -27.0% | +29.0% | +3.1% |
| YTD | +6.6% | -31.8% | +38.5% | +8.1% |
| 1Y | +23.7% | -17.0% | +40.7% | +23.6% |
| 3Y | +64.6% | +159.8% | -95.3% | +44.8% |
| 5Y | +156.4% | -25.1% | +181.5% | +138.3% |
| All | +133.6% | -29.3% | +162.9% | +113.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling