+72.6%
RBA vs ALHC
-61.5%
+134.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.6% | -1.2% |
| 7D | +4.3% | +1.0% | +3.3% | +4.2% |
| 30D | +16.3% | -14.2% | +30.5% | +17.1% |
| 3M | +1.3% | -45.1% | +46.5% | +4.5% |
| 6M | -11.1% | -59.5% | +48.5% | -7.2% |
| YTD | -8.5% | -62.8% | +54.4% | -4.3% |
| 1Y | -2.1% | -55.5% | +53.4% | +1.1% |
| 3Y | +44.6% | +25.7% | +18.9% | +34.7% |
| 5Y | +36.8% | -66.8% | +103.6% | +36.9% |
| All | +72.6% | -61.5% | +134.0% | +71.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling