+63.9%
RBRK vs ALHC
-51.4%
+115.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +10.1% | -8.0% | +2.0% |
| 7D | -12.5% | -0.5% | -12.0% | -12.6% |
| 30D | -3.0% | -4.2% | +1.2% | -3.1% |
| 3M | +46.9% | -39.8% | +86.7% | +47.6% |
| 6M | +105.4% | -57.7% | +163.1% | +118.4% |
| YTD | +55.6% | -58.8% | +114.4% | +69.4% |
| 1Y | +63.9% | -52.4% | +116.3% | +73.2% |
| All | +63.9% | -51.4% | +115.3% | +73.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling