+70.6%
ROK vs ALHC
-31.6%
+102.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.5% |
| 7D | +0.2% | -4.1% | +4.3% | +0.4% |
| 30D | -1.8% | -5.4% | +3.6% | -1.5% |
| 3M | -7.2% | -32.1% | +25.0% | -5.3% |
| 6M | +14.2% | -28.5% | +42.6% | +15.4% |
| YTD | +10.6% | -34.0% | +44.6% | +12.3% |
| 1Y | +25.9% | -20.9% | +46.8% | +26.2% |
| 3Y | +50.8% | +151.5% | -100.8% | +31.6% |
| 5Y | +47.0% | -28.8% | +75.9% | +36.5% |
| All | +70.6% | -31.6% | +102.2% | +56.6% |
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