+32.3%
ADP vs AHR
+394.2%
-361.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.1% | +0.8% |
| 7D | +2.2% | -0.2% | +2.4% | +2.2% |
| 30D | +10.6% | +10.2% | +0.3% | +9.3% |
| 3M | +12.9% | +8.3% | +4.6% | +11.8% |
| 6M | +50.6% | +13.0% | +37.6% | +48.6% |
| YTD | +23.2% | +24.6% | -1.4% | +19.9% |
| 1Y | +25.3% | +22.2% | +3.0% | +22.1% |
| All | +32.3% | +394.2% | -361.9% | +10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling