+23.7%
MAR vs ALHC
-14.5%
+38.2%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -6.6% |
| 3M | -15.8% | -12.3% | -3.5% | -15.9% |
| 6M | +1.9% | -27.0% | +29.0% | +2.9% |
| YTD | +6.6% | -31.8% | +38.5% | +7.4% |
| 1Y | +23.7% | -17.0% | +40.7% | +22.6% |
| All | +23.7% | -14.5% | +38.2% | +22.6% |
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 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