-6.1%
RDW vs ALHC
-32.8%
+26.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -2.1% |
| 7D | +0.9% | -6.9% | +7.7% | +2.1% |
| 30D | -21.3% | -6.7% | -14.5% | -20.4% |
| 3M | -37.9% | -37.7% | -0.2% | -33.4% |
| 6M | +12.3% | -30.0% | +42.2% | +14.6% |
| YTD | +39.7% | -36.2% | +75.9% | +44.5% |
| 1Y | +25.7% | -22.9% | +48.6% | +24.0% |
| 3Y | +230.8% | +138.4% | +92.5% | +106.6% |
| All | -6.1% | -32.8% | +26.7% | -30.3% |
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 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