+236.1%
RMBS vs ALHC
-62.5%
+298.7%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -1.0% | +9.3% | +8.4% |
| 7D | -3.9% | +3.9% | -7.7% | -4.2% |
| 30D | -24.9% | -3.6% | -21.2% | -24.7% |
| 3M | -20.5% | -49.4% | +28.9% | -16.0% |
| 6M | -37.5% | -59.5% | +21.9% | -33.6% |
| YTD | -12.1% | -63.2% | +51.1% | -6.0% |
| 1Y | -25.0% | -55.5% | +30.5% | -21.6% |
| 3Y | +36.1% | +23.0% | +13.1% | +19.4% |
| 5Y | +236.1% | -65.7% | +301.9% | +222.5% |
| All | +236.1% | -62.5% | +298.7% | +222.5% |
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