+78.9%
ADM vs AHR
+360.2%
-281.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.4% |
| 7D | +3.0% | -3.0% | +6.0% | +3.3% |
| 30D | +8.7% | +2.6% | +6.1% | +8.5% |
| 3M | +7.6% | +16.0% | -8.4% | +5.9% |
| 6M | +26.9% | +3.1% | +23.8% | +26.3% |
| YTD | +54.3% | +16.0% | +38.2% | +51.8% |
| 1Y | +45.7% | +28.0% | +17.7% | +41.5% |
| All | +78.9% | +360.2% | -281.3% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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