+372.6%
RVMD vs ALHC
-33.0%
+405.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -1.6% |
| 7D | -3.6% | -5.8% | +2.2% | -2.4% |
| 30D | -1.1% | -3.3% | +2.3% | -0.5% |
| 3M | +41.0% | -37.9% | +79.0% | +53.7% |
| 6M | +105.7% | -29.5% | +135.2% | +114.5% |
| YTD | +155.3% | -35.4% | +190.7% | +169.1% |
| 1Y | +402.7% | -22.4% | +425.2% | +405.3% |
| 3Y | +533.1% | +146.3% | +386.8% | +324.5% |
| 5Y | +583.5% | -32.0% | +615.5% | +476.4% |
| All | +372.6% | -33.0% | +405.6% | +258.7% |
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