+309.8%
RVMD vs ALHC
-60.6%
+370.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.5% | +0.1% | -1.9% |
| 7D | -0.7% | -0.8% | +0.1% | -0.7% |
| 30D | -6.4% | -9.6% | +3.2% | -4.7% |
| 3M | -14.1% | -44.5% | +30.4% | -4.5% |
| 6M | +21.0% | -59.2% | +80.2% | +39.7% |
| YTD | +121.4% | -62.0% | +183.4% | +156.5% |
| 1Y | +167.9% | -54.8% | +222.7% | +197.3% |
| 3Y | +794.7% | +25.0% | +769.7% | +588.1% |
| 5Y | +437.2% | -65.3% | +502.5% | +411.7% |
| All | +309.8% | -60.6% | +370.5% | +242.0% |
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