+1.4%
RDW vs ALHC
-31.6%
+33.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.2% | -1.5% | -4.2% |
| 7D | +3.6% | -4.1% | +7.7% | +4.3% |
| 30D | -18.4% | -5.4% | -13.0% | -17.8% |
| 3M | -32.1% | -32.1% | +0.1% | -28.6% |
| 6M | +10.9% | -28.5% | +39.4% | +12.8% |
| YTD | +40.8% | -34.0% | +74.8% | +44.7% |
| 1Y | +31.1% | -20.9% | +52.1% | +29.1% |
| 3Y | +245.2% | +151.5% | +93.6% | +123.0% |
| 5Y | -16.7% | -28.8% | +12.1% | -33.4% |
| All | +1.4% | -31.6% | +33.0% | -19.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling