+57.3%
RMBS vs ALHC
+141.7%
-84.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.7% |
| 7D | +3.0% | -1.0% | +3.9% | +3.0% |
| 30D | -14.4% | -6.3% | -8.1% | -14.1% |
| 3M | -42.8% | -12.3% | -30.5% | -43.0% |
| 6M | -1.4% | -27.0% | +25.6% | -0.9% |
| YTD | -5.4% | -31.8% | +26.4% | -4.4% |
| 1Y | +18.6% | -17.0% | +35.6% | +18.2% |
| 3Y | +57.3% | +159.8% | -102.6% | +51.0% |
| All | +57.3% | +141.7% | -84.4% | +51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling