+59.7%
RGTI vs ALHC
-42.6%
+102.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.6% | +4.6% | +4.1% |
| 7D | +5.5% | -1.0% | +6.4% | +5.6% |
| 30D | -11.9% | -6.3% | -5.5% | -11.4% |
| 3M | -27.4% | -12.3% | -15.0% | -27.6% |
| 6M | -7.1% | -27.0% | +20.0% | -6.1% |
| YTD | -28.6% | -31.8% | +3.2% | -27.2% |
| 1Y | +4.4% | -17.0% | +21.4% | +3.4% |
| 3Y | +698.5% | +159.8% | +538.6% | +537.2% |
| 5Y | +64.2% | -25.1% | +89.3% | +45.8% |
| All | +59.7% | -42.6% | +102.3% | +41.9% |
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