+13.4%
ADP vs AHR
+360.2%
-346.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | -5.7% | -3.0% | -2.7% | -5.4% |
| 30D | -1.4% | +2.6% | -4.0% | -1.7% |
| 3M | +16.6% | +16.0% | +0.5% | +15.2% |
| 6M | +24.9% | +3.1% | +21.9% | +24.7% |
| YTD | +5.6% | +16.0% | -10.5% | +3.6% |
| 1Y | -6.0% | +28.0% | -34.0% | -9.5% |
| All | +13.4% | +360.2% | -346.8% | -4.2% |
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