+139.1%
MAR vs ALHC
-28.9%
+168.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.1% |
| 7D | -4.2% | -0.6% | -3.6% | -4.1% |
| 30D | -6.7% | -1.0% | -5.7% | -6.7% |
| 3M | -12.5% | -10.2% | -2.3% | -12.5% |
| 6M | +0.6% | -28.3% | +28.9% | +1.8% |
| YTD | +9.1% | -31.4% | +40.6% | +10.6% |
| 1Y | +26.2% | -16.9% | +43.1% | +26.1% |
| 3Y | +68.2% | +135.5% | -67.3% | +49.3% |
| 5Y | +163.9% | -33.6% | +197.5% | +147.4% |
| All | +139.1% | -28.9% | +168.0% | +118.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling