+154.7%
ADI vs ALHC
-31.6%
+186.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.7% | +0.8% |
| 7D | +2.6% | -4.1% | +6.8% | +3.0% |
| 30D | -4.6% | -5.4% | +0.8% | -4.2% |
| 3M | -9.5% | -32.1% | +22.6% | -7.1% |
| 6M | +14.8% | -28.5% | +43.3% | +16.4% |
| YTD | +35.8% | -34.0% | +69.8% | +38.5% |
| 1Y | +48.9% | -20.9% | +69.9% | +49.1% |
| 3Y | +115.6% | +151.5% | -36.0% | +81.0% |
| 5Y | +135.1% | -28.8% | +163.9% | +115.1% |
| All | +154.7% | -31.6% | +186.3% | +123.3% |
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