+315.7%
RCL vs ALHC
-59.7%
+375.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.5% | -4.7% | +0.3% |
| 7D | +8.5% | +3.8% | +4.7% | +8.1% |
| 30D | +20.4% | +1.7% | +18.7% | +20.0% |
| 3M | +11.0% | -44.3% | +55.3% | +16.9% |
| 6M | +24.9% | -57.2% | +82.1% | +33.2% |
| YTD | +23.9% | -61.2% | +85.0% | +32.8% |
| 1Y | +30.8% | -53.2% | +84.0% | +37.3% |
| 3Y | +270.4% | +27.8% | +242.6% | +219.0% |
| 5Y | +296.1% | -65.4% | +361.5% | +275.0% |
| All | +315.7% | -59.7% | +375.5% | +280.8% |
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