+83.6%
MTB vs ALHC
-28.9%
+112.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +1.7% | -0.6% | +2.3% | +1.8% |
| 30D | -4.2% | -1.0% | -3.2% | -4.2% |
| 3M | +8.9% | -10.2% | +19.0% | +8.9% |
| 6M | +10.9% | -28.3% | +39.2% | +12.1% |
| YTD | +21.5% | -31.4% | +52.9% | +23.1% |
| 1Y | +21.9% | -16.9% | +38.9% | +21.9% |
| 3Y | +109.2% | +135.5% | -26.2% | +90.1% |
| 5Y | +102.0% | -33.6% | +135.6% | +88.4% |
| All | +83.6% | -28.9% | +112.5% | +68.5% |
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