+43.2%
ADM vs ALHC
-19.3%
+62.6%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.2% | +5.6% | +2.4% |
| 7D | +1.4% | -4.1% | +5.5% | +1.3% |
| 30D | +8.2% | -5.4% | +13.7% | +8.1% |
| 3M | +8.7% | -32.1% | +40.8% | +8.1% |
| 6M | +29.1% | -28.5% | +57.6% | +28.7% |
| YTD | +53.7% | -34.0% | +87.7% | +51.9% |
| 1Y | +43.2% | -20.9% | +64.2% | +38.5% |
| All | +43.2% | -19.3% | +62.6% | +38.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling