+185.6%
ADI vs ALHC
-60.6%
+246.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.5% | +0.3% |
| 7D | +13.4% | -0.8% | +14.2% | +13.4% |
| 30D | -1.3% | -9.6% | +8.3% | -0.6% |
| 3M | +6.8% | -44.5% | +51.3% | +11.4% |
| 6M | -1.9% | -59.2% | +57.3% | +3.9% |
| YTD | +52.3% | -62.0% | +114.3% | +61.5% |
| 1Y | +71.6% | -54.8% | +126.5% | +78.9% |
| 3Y | +148.9% | +25.0% | +123.9% | +123.1% |
| 5Y | +140.8% | -65.3% | +206.1% | +132.7% |
| All | +185.6% | -60.6% | +246.2% | +160.4% |
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