+125.8%
MO vs ALHC
-60.6%
+186.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.2% | +0.7% |
| 7D | +0.4% | -0.8% | +1.2% | +0.5% |
| 30D | +8.9% | -9.6% | +18.5% | +9.1% |
| 3M | +23.0% | -44.5% | +67.5% | +24.4% |
| 6M | +15.0% | -59.2% | +74.2% | +16.7% |
| YTD | +41.7% | -62.0% | +103.7% | +43.8% |
| 1Y | +43.3% | -54.8% | +98.1% | +44.7% |
| 3Y | +143.2% | +25.0% | +118.2% | +137.3% |
| 5Y | +154.7% | -65.3% | +220.0% | +151.0% |
| All | +125.8% | -60.6% | +186.5% | +104.6% |
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