+301.8%
RCL vs ALHC
-65.3%
+367.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.6% | -1.4% |
| 7D | +0.6% | -5.5% | +6.1% | +1.2% |
| 30D | +19.4% | -4.9% | +24.4% | +19.9% |
| 3M | +9.8% | -41.7% | +51.5% | +15.4% |
| 6M | +28.6% | -55.2% | +83.8% | +37.0% |
| YTD | +22.2% | -61.1% | +83.2% | +31.5% |
| 1Y | +29.7% | -53.3% | +83.1% | +36.6% |
| 3Y | +265.3% | +28.2% | +237.1% | +207.1% |
| 5Y | +301.8% | -65.8% | +367.5% | +368.4% |
| All | +301.8% | -65.3% | +367.0% | +368.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling