+347.9%
RMBS vs ALHC
-31.6%
+379.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.1% | +1.2% |
| 7D | +3.5% | -4.1% | +7.6% | +3.9% |
| 30D | -8.6% | -5.4% | -3.2% | -8.1% |
| 3M | -40.3% | -32.1% | -8.2% | -38.5% |
| 6M | -1.0% | -28.5% | +27.5% | +0.3% |
| YTD | -4.6% | -34.0% | +29.4% | -2.5% |
| 1Y | +17.6% | -20.9% | +38.5% | +17.6% |
| 3Y | +58.6% | +151.5% | -92.9% | +29.6% |
| 5Y | +270.9% | -28.8% | +299.8% | +233.1% |
| All | +347.9% | -31.6% | +379.5% | +291.4% |
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 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