+47.0%
RBA vs ALHC
-33.5%
+80.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.3% |
| 7D | -2.9% | -0.6% | -2.3% | -2.9% |
| 30D | -12.3% | -1.0% | -11.3% | -12.3% |
| 3M | -20.5% | -10.2% | -10.4% | -20.5% |
| 6M | -18.5% | -28.3% | +9.7% | -17.6% |
| YTD | -18.2% | -31.4% | +13.2% | -17.1% |
| 1Y | -27.5% | -16.9% | -10.6% | -27.6% |
| 3Y | +38.1% | +135.5% | -97.4% | +23.1% |
| All | +47.0% | -33.5% | +80.5% | +46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling