+10.5%
MO vs ALHC
-16.6%
+27.1%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.9% |
| 7D | +0.3% | -0.6% | +0.9% | +0.3% |
| 30D | +0.6% | -1.0% | +1.7% | +0.7% |
| 3M | -1.0% | -10.2% | +9.2% | -1.5% |
| 6M | +4.3% | -28.3% | +32.6% | +3.7% |
| YTD | +23.3% | -31.4% | +54.7% | +21.0% |
| 1Y | +10.5% | -16.9% | +27.4% | +9.0% |
| All | +10.5% | -16.6% | +27.1% | +9.0% |
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