+6.2%
MSFT vs ALHC
-52.7%
+58.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.5% | -7.7% | -2.2% |
| 7D | +2.3% | +3.8% | -1.5% | +2.4% |
| 30D | -0.4% | +1.7% | -2.0% | -0.3% |
| 3M | +5.6% | -44.3% | +49.9% | +2.8% |
| 6M | +29.0% | -57.2% | +86.2% | +26.1% |
| YTD | +10.9% | -61.2% | +72.1% | +5.5% |
| 1Y | +6.2% | -53.2% | +59.4% | +0.2% |
| All | +6.2% | -52.7% | +58.9% | +0.2% |
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