+300.2%
RCL vs ALHC
-61.5%
+361.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.9% | +4.3% | +1.7% |
| 7D | +6.5% | +1.0% | +5.5% | +6.4% |
| 30D | +15.9% | -14.2% | +30.0% | +17.4% |
| 3M | +2.7% | -45.1% | +47.8% | +8.2% |
| 6M | +15.2% | -59.5% | +74.8% | +23.6% |
| YTD | +19.2% | -62.8% | +82.1% | +28.5% |
| 1Y | +31.6% | -55.5% | +87.1% | +38.9% |
| 3Y | +274.2% | +25.7% | +248.5% | +222.3% |
| 5Y | +250.1% | -66.8% | +316.9% | +233.3% |
| All | +300.2% | -61.5% | +361.7% | +268.3% |
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