+318.7%
RCAT vs ALHC
+21.9%
+296.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.6% | -2.9% | +21.6% | +18.6% |
| 7D | -12.7% | +1.0% | -13.7% | -12.6% |
| 30D | -34.3% | -14.2% | -20.2% | -34.3% |
| 3M | -53.4% | -45.1% | -8.3% | -54.0% |
| 6M | -62.0% | -59.5% | -2.4% | -62.3% |
| YTD | -49.1% | -62.8% | +13.8% | -49.6% |
| 1Y | -53.1% | -55.5% | +2.4% | -53.2% |
| 3Y | +318.7% | +25.7% | +293.0% | +395.1% |
| All | +318.7% | +21.9% | +296.7% | +395.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling