+21.0%
RMD vs ALHC
-31.6%
+52.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | -0.3% |
| 7D | -4.7% | -4.1% | -0.6% | -4.4% |
| 30D | +0.2% | -5.4% | +5.7% | +0.6% |
| 3M | +12.0% | -32.1% | +44.1% | +14.8% |
| 6M | -12.5% | -28.5% | +16.0% | -11.2% |
| YTD | -7.9% | -34.0% | +26.1% | -6.2% |
| 1Y | -20.4% | -20.9% | +0.5% | -20.1% |
| 3Y | +53.1% | +151.5% | -98.4% | +32.5% |
| 5Y | -22.1% | -28.8% | +6.7% | -28.4% |
| All | +21.0% | -31.6% | +52.6% | +11.3% |
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