-48.4%
RBLX vs ALHC
-27.5%
-21.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | +0.3% |
| 7D | +8.0% | -4.1% | +12.2% | +9.4% |
| 30D | +20.2% | -5.4% | +25.6% | +21.9% |
| 3M | +3.5% | -32.1% | +35.7% | +16.4% |
| 6M | -28.9% | -28.5% | -0.5% | -22.5% |
| YTD | -45.1% | -34.0% | -11.0% | -39.0% |
| 1Y | -66.2% | -20.9% | -45.3% | -64.6% |
| 3Y | +53.5% | +151.5% | -98.1% | -9.8% |
| 5Y | -48.4% | -28.8% | -19.6% | -50.9% |
| All | -48.4% | -27.5% | -21.0% | -50.9% |
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