+10.2%
MTUM vs ALHC
-51.4%
+61.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +10.1% | -12.1% | -2.1% |
| 7D | -10.1% | -0.5% | -9.6% | -10.1% |
| 30D | -15.6% | -4.2% | -11.3% | -15.5% |
| 3M | -12.7% | -39.8% | +27.0% | -12.1% |
| 6M | -3.7% | -57.7% | +54.0% | -1.4% |
| YTD | +9.4% | -58.8% | +68.2% | +10.7% |
| 1Y | +10.2% | -52.4% | +62.6% | +8.4% |
| All | +10.2% | -51.4% | +61.7% | +8.4% |
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