-39.0%
RBLX vs ALHC
-28.9%
-10.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.4% | +4.3% |
| 7D | +12.4% | -0.6% | +13.0% | +12.5% |
| 30D | +19.7% | -1.0% | +20.7% | +19.7% |
| 3M | -0.1% | -10.2% | +10.1% | +2.6% |
| 6M | -35.7% | -28.3% | -7.5% | -30.1% |
| YTD | -46.6% | -31.4% | -15.1% | -41.5% |
| 1Y | -66.6% | -16.9% | -49.7% | -65.5% |
| 3Y | +52.3% | +135.5% | -83.2% | -4.9% |
| 5Y | -47.7% | -33.6% | -14.1% | -52.3% |
| All | -39.0% | -28.9% | -10.1% | -47.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling