+171.6%
RY vs ALHC
-28.9%
+200.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +3.1% | -0.6% | +3.7% | +3.1% |
| 30D | -0.3% | -1.0% | +0.7% | -0.3% |
| 3M | +8.7% | -10.2% | +18.8% | +8.8% |
| 6M | +28.5% | -28.3% | +56.8% | +29.9% |
| YTD | +25.1% | -31.4% | +56.6% | +26.5% |
| 1Y | +46.3% | -16.9% | +63.2% | +46.3% |
| 3Y | +154.9% | +135.5% | +19.5% | +135.7% |
| 5Y | +140.3% | -33.6% | +173.9% | +129.8% |
| All | +171.6% | -28.9% | +200.6% | +153.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling