+40.8%
ADM vs ALHC
-61.5%
+102.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.6% |
| 7D | -9.0% | +1.0% | -10.0% | -9.1% |
| 30D | -14.0% | -14.2% | +0.2% | -13.7% |
| 3M | -9.2% | -45.1% | +36.0% | -8.2% |
| 6M | -9.2% | -59.5% | +50.4% | -7.8% |
| YTD | +24.2% | -62.8% | +87.1% | +26.2% |
| 1Y | +27.0% | -55.5% | +82.5% | +28.3% |
| 3Y | +6.6% | +25.7% | -19.1% | +2.3% |
| 5Y | +25.0% | -66.8% | +91.8% | +24.7% |
| All | +40.8% | -61.5% | +102.2% | +37.9% |
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