+293.9%
RCL vs ALHC
-60.6%
+354.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.5% | -1.5% | -3.7% |
| 7D | -0.2% | -0.8% | +0.6% | -0.2% |
| 30D | +14.4% | -9.6% | +24.0% | +15.4% |
| 3M | +5.2% | -44.5% | +49.7% | +10.8% |
| 6M | +26.1% | -59.2% | +85.3% | +35.3% |
| YTD | +17.4% | -62.0% | +79.4% | +26.1% |
| 1Y | +24.7% | -54.8% | +79.5% | +31.4% |
| 3Y | +250.9% | +25.0% | +225.9% | +203.0% |
| 5Y | +293.8% | -65.3% | +359.2% | +273.3% |
| All | +293.9% | -60.6% | +354.5% | +261.6% |
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