+1,204.7%
MOD vs ALHC
-28.9%
+1,233.6%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | +9.6% | -0.6% | +10.2% | +9.7% |
| 30D | 0.0% | -1.0% | +1.0% | +0.1% |
| 3M | -35.4% | -10.2% | -25.2% | -35.6% |
| 6M | -7.3% | -28.3% | +21.0% | -5.8% |
| YTD | +45.8% | -31.4% | +77.2% | +48.8% |
| 1Y | +43.1% | -16.9% | +60.1% | +42.4% |
| 3Y | +297.7% | +135.5% | +162.2% | +231.6% |
| 5Y | +1,478.8% | -33.6% | +1,512.4% | +1,313.5% |
| All | +1,204.7% | -28.9% | +1,233.6% | +1,032.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling