+17.4%
PM vs ALHC
-16.6%
+34.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -1.9% | -2.0% |
| 7D | -4.9% | -0.6% | -4.3% | -4.9% |
| 30D | -3.4% | -1.0% | -2.4% | -3.4% |
| 3M | +5.2% | -10.2% | +15.3% | +4.7% |
| 6M | +3.7% | -28.3% | +32.0% | +2.5% |
| YTD | +15.8% | -31.4% | +47.2% | +12.9% |
| 1Y | +17.4% | -16.9% | +34.3% | +13.0% |
| All | +17.4% | -16.6% | +34.0% | +13.0% |
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