+126.1%
RY vs ALHC
-62.4%
+188.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -7.1% | +4.3% | -2.5% |
| 7D | -1.1% | -6.2% | +5.1% | -0.8% |
| 30D | +4.4% | -9.7% | +14.1% | +4.9% |
| 3M | -2.9% | -44.7% | +41.8% | -0.1% |
| 6M | +15.6% | -58.7% | +74.3% | +20.2% |
| YTD | +21.8% | -61.7% | +83.5% | +26.9% |
| 1Y | +42.6% | -55.7% | +98.3% | +47.2% |
| 3Y | +160.9% | +25.6% | +135.3% | +147.4% |
| 5Y | +126.1% | -65.8% | +191.9% | +125.7% |
| All | +126.1% | -62.4% | +188.5% | +125.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling