+25.3%
MTUM vs ALHC
-16.6%
+42.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.9% | +1.8% |
| 7D | +1.7% | -0.6% | +2.3% | +1.7% |
| 30D | -1.7% | -1.0% | -0.6% | -1.7% |
| 3M | -6.3% | -10.2% | +3.8% | -6.4% |
| 6M | +21.8% | -28.3% | +50.1% | +22.4% |
| YTD | +22.0% | -31.4% | +53.5% | +22.6% |
| 1Y | +25.3% | -16.9% | +42.3% | +23.4% |
| All | +25.3% | -16.6% | +42.0% | +23.4% |
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