+97.2%
MO vs ALHC
-30.5%
+127.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -1.0% |
| 7D | -2.0% | -1.0% | -1.1% | -2.0% |
| 30D | -0.3% | -6.3% | +6.1% | -0.1% |
| 3M | -2.9% | -12.3% | +9.4% | -3.0% |
| 6M | +5.8% | -27.0% | +32.8% | +6.1% |
| YTD | +22.0% | -31.8% | +53.9% | +22.5% |
| 1Y | +10.7% | -17.0% | +27.7% | +10.4% |
| 3Y | +94.4% | +159.8% | -65.5% | +85.6% |
| 5Y | +97.2% | -25.1% | +122.3% | +85.9% |
| All | +97.2% | -30.5% | +127.7% | +85.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling