+28.9%
PM vs ALHC
-55.2%
+84.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.5% | -2.4% |
| 7D | -7.3% | +3.9% | -11.1% | -7.3% |
| 30D | -4.0% | -3.6% | -0.4% | -3.9% |
| 3M | +2.7% | -49.4% | +52.2% | +3.5% |
| 6M | +14.9% | -59.5% | +74.3% | +14.3% |
| YTD | +23.5% | -63.2% | +86.7% | +20.1% |
| All | +28.9% | -55.2% | +84.1% | +20.8% |
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