-34.8%
RMBS vs ALHC
-58.4%
+23.6%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -0.6% |
| 7D | +21.9% | -0.8% | +22.7% | +21.9% |
| 30D | -13.4% | -9.6% | -3.8% | -13.8% |
| 3M | -15.9% | -44.5% | +28.6% | -19.0% |
| 6M | -34.8% | -59.2% | +24.4% | -37.4% |
| All | -34.8% | -58.4% | +23.6% | -37.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling