-35.9%
RBLX vs ALHC
-33.8%
-2.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.7% |
| 7D | +5.1% | -6.9% | +11.9% | +7.2% |
| 30D | +28.0% | -6.7% | +34.8% | +30.3% |
| 3M | +4.6% | -37.7% | +42.3% | +20.4% |
| 6M | -24.7% | -30.0% | +5.3% | -17.4% |
| YTD | -43.8% | -36.2% | -7.7% | -37.2% |
| 1Y | -65.8% | -22.9% | -42.9% | -63.9% |
| 3Y | +59.4% | +138.4% | -79.0% | -1.8% |
| 5Y | -48.2% | -32.8% | -15.4% | -52.5% |
| All | -35.9% | -33.8% | -2.1% | -43.2% |
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 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