+127.9%
MO vs ALHC
-61.4%
+189.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.0% |
| 7D | +3.3% | +0.3% | +3.0% | +3.3% |
| 30D | +7.5% | -10.6% | +18.1% | +7.8% |
| 3M | +22.8% | -45.3% | +68.1% | +24.2% |
| 6M | +13.4% | -59.7% | +73.1% | +15.1% |
| YTD | +43.0% | -62.7% | +105.7% | +45.2% |
| 1Y | +45.2% | -56.1% | +101.3% | +46.8% |
| 3Y | +145.5% | +21.3% | +124.3% | +139.8% |
| 5Y | +157.1% | -66.0% | +223.0% | +153.4% |
| All | +127.9% | -61.4% | +189.3% | +106.6% |
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