+107.6%
RVMD vs ALHC
-27.0%
+134.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +1.0% | -0.6% | +1.6% | +1.1% |
| 30D | +6.4% | -1.0% | +7.5% | +6.5% |
| 3M | +34.9% | -10.2% | +45.0% | +34.1% |
| 6M | +107.6% | -28.3% | +135.8% | +127.4% |
| All | +107.6% | -27.0% | +134.6% | +127.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling