+175.4%
ADI vs ALHC
-61.8%
+237.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.0% | +9.5% | +8.6% |
| 7D | -4.4% | +3.9% | -8.3% | -4.7% |
| 30D | -2.8% | -3.6% | +0.8% | -2.6% |
| 3M | +1.5% | -49.4% | +50.9% | +6.7% |
| 6M | -4.7% | -59.5% | +54.8% | +0.9% |
| YTD | +46.8% | -63.2% | +110.0% | +56.1% |
| 1Y | +74.9% | -55.5% | +130.4% | +82.5% |
| 3Y | +147.4% | +23.0% | +124.4% | +122.0% |
| 5Y | +131.9% | -65.7% | +197.6% | +124.3% |
| All | +175.4% | -61.8% | +237.2% | +151.8% |
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