+336.7%
RMBS vs ALHC
-28.9%
+365.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.4% | +1.3% |
| 7D | -0.3% | -0.6% | +0.2% | -0.3% |
| 30D | -12.2% | -1.0% | -11.1% | -12.1% |
| 3M | -49.5% | -10.2% | -39.4% | -49.8% |
| 6M | -7.1% | -28.3% | +21.1% | -5.9% |
| YTD | -7.0% | -31.4% | +24.4% | -5.3% |
| 1Y | +13.3% | -16.9% | +30.3% | +12.8% |
| 3Y | +49.2% | +135.5% | -86.2% | +23.4% |
| 5Y | +250.0% | -33.6% | +283.6% | +218.6% |
| All | +336.7% | -28.9% | +365.6% | +280.2% |
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