+9.0%
MSFT vs ALHC
-51.4%
+60.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +10.1% | -3.5% | +6.8% |
| 7D | +4.7% | -0.5% | +5.2% | +4.4% |
| 30D | +5.8% | -4.2% | +10.1% | +5.5% |
| 3M | +13.0% | -39.8% | +52.8% | +10.4% |
| 6M | +34.9% | -57.7% | +92.7% | +32.0% |
| YTD | +15.7% | -58.8% | +74.4% | +9.9% |
| 1Y | +9.0% | -52.4% | +61.3% | +1.8% |
| All | +9.0% | -51.4% | +60.4% | +1.8% |
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