+164.2%
RY vs ALHC
-59.6%
+223.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | -3.0% | -5.5% | +2.5% | -2.7% |
| 30D | +6.3% | -4.9% | +11.2% | +6.5% |
| 3M | -2.6% | -41.7% | +39.2% | -0.2% |
| 6M | +13.9% | -55.2% | +69.1% | +17.7% |
| YTD | +21.7% | -61.1% | +82.7% | +26.3% |
| 1Y | +40.4% | -53.3% | +93.8% | +44.3% |
| 3Y | +161.3% | +28.2% | +133.2% | +149.2% |
| 5Y | +126.5% | -65.8% | +192.3% | +122.3% |
| All | +164.2% | -59.6% | +223.8% | +152.8% |
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