+64.1%
MSFT vs ALHC
-64.2%
+128.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -0.8% |
| 7D | +1.7% | +1.0% | +0.7% | +1.6% |
| 30D | +0.2% | -14.2% | +14.3% | +0.8% |
| 3M | +6.4% | -45.1% | +51.5% | +8.9% |
| 6M | +28.7% | -59.5% | +88.2% | +32.9% |
| YTD | +10.4% | -62.8% | +73.2% | +14.1% |
| 1Y | +7.6% | -55.5% | +63.1% | +9.8% |
| 3Y | +52.3% | +25.7% | +26.6% | +38.2% |
| All | +64.1% | -64.2% | +128.3% | +60.6% |
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 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