-23.9%
MKTX vs ALHC
+151.5%
-175.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.1% |
| 7D | +0.3% | -4.1% | +4.4% | +0.4% |
| 30D | +1.0% | -5.4% | +6.4% | +1.1% |
| 3M | +40.8% | -32.1% | +72.9% | +42.1% |
| 6M | -10.9% | -28.5% | +17.6% | -10.4% |
| YTD | -8.6% | -34.0% | +25.4% | -7.9% |
| 1Y | -11.6% | -20.9% | +9.4% | -11.6% |
| All | -23.9% | +151.5% | -175.5% | -29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling