+7.4%
ADM vs ALHC
+25.0%
-17.6%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.5% | +0.1% |
| 7D | +0.7% | -0.8% | +1.5% | +0.7% |
| 30D | -14.7% | -9.6% | -5.1% | -14.7% |
| 3M | -10.4% | -44.5% | +34.1% | -10.6% |
| 6M | -10.9% | -59.2% | +48.2% | -11.2% |
| YTD | +26.0% | -62.0% | +88.0% | +25.6% |
| 1Y | +26.5% | -54.8% | +81.3% | +26.0% |
| All | +7.4% | +25.0% | -17.6% | +7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling