+73.5%
MSFT vs ALHC
-33.5%
+106.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -2.7% | -0.6% | -2.1% | -2.7% |
| 30D | +2.7% | -1.0% | +3.7% | +2.7% |
| 3M | +17.0% | -10.2% | +27.1% | +16.8% |
| 6M | +23.8% | -28.3% | +52.1% | +24.8% |
| YTD | +4.0% | -31.4% | +35.4% | +4.8% |
| 1Y | -0.8% | -16.9% | +16.1% | -1.4% |
| 3Y | +55.6% | +135.5% | -79.9% | +37.2% |
| All | +73.5% | -33.5% | +106.9% | +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