+46.9%
PM vs ALHC
-51.4%
+98.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +10.1% | -8.6% | +1.4% |
| 7D | +4.3% | -0.5% | +4.8% | +4.2% |
| 30D | +11.5% | -4.2% | +15.7% | +11.5% |
| 3M | +13.0% | -39.8% | +52.8% | +13.6% |
| 6M | +25.9% | -57.7% | +83.6% | +24.5% |
| YTD | +34.0% | -58.8% | +92.8% | +30.6% |
| 1Y | +46.9% | -52.4% | +99.3% | +40.2% |
| All | +46.9% | -51.4% | +98.3% | +40.2% |
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