+319.9%
RVMD vs ALHC
-59.6%
+379.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.3% | -6.7% | -6.5% |
| 7D | -9.5% | -5.5% | -4.0% | -8.5% |
| 30D | -6.8% | -4.9% | -1.9% | -6.1% |
| 3M | -12.1% | -41.7% | +29.7% | -3.3% |
| 6M | +25.4% | -55.2% | +80.5% | +41.6% |
| YTD | +126.9% | -61.1% | +187.9% | +161.5% |
| 1Y | +182.0% | -53.3% | +235.3% | +210.8% |
| 3Y | +816.8% | +28.2% | +788.6% | +601.4% |
| 5Y | +464.0% | -65.8% | +529.8% | +437.2% |
| All | +319.9% | -59.6% | +379.6% | +248.6% |
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