+163.0%
RY vs ALHC
-60.6%
+223.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.0% | -0.3% |
| 7D | -0.5% | -0.8% | +0.2% | -0.5% |
| 30D | +4.7% | -9.6% | +14.4% | +5.2% |
| 3M | -4.5% | -44.5% | +40.0% | -1.9% |
| 6M | +12.5% | -59.2% | +71.7% | +16.9% |
| YTD | +21.1% | -62.0% | +83.2% | +25.9% |
| 1Y | +38.6% | -54.8% | +93.5% | +42.7% |
| 3Y | +160.2% | +25.0% | +135.2% | +148.5% |
| 5Y | +124.7% | -65.3% | +190.0% | +120.8% |
| All | +163.0% | -60.6% | +223.6% | +152.0% |
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