+295.5%
RCL vs ALHC
-61.4%
+356.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +0.6% |
| 7D | -1.2% | +0.3% | -1.5% | -1.2% |
| 30D | +17.8% | -10.6% | +28.4% | +19.0% |
| 3M | +4.9% | -45.3% | +50.3% | +10.7% |
| 6M | +23.7% | -59.7% | +83.4% | +32.9% |
| YTD | +17.8% | -62.7% | +80.6% | +26.9% |
| 1Y | +28.9% | -56.1% | +85.0% | +36.3% |
| 3Y | +241.9% | +21.3% | +220.6% | +196.3% |
| 5Y | +295.4% | -66.0% | +361.4% | +275.5% |
| All | +295.5% | -61.4% | +356.8% | +263.7% |
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