+13.6%
ADP vs AHR
+364.8%
-351.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.5% |
| 7D | -5.5% | -3.4% | -2.0% | -5.1% |
| 30D | -1.2% | -3.8% | +2.5% | -0.9% |
| 3M | +17.9% | +20.1% | -2.2% | +16.1% |
| 6M | +20.3% | +7.1% | +13.2% | +19.5% |
| YTD | +5.8% | +17.2% | -11.4% | +3.8% |
| 1Y | -7.7% | +30.4% | -38.1% | -11.3% |
| All | +13.6% | +364.8% | -351.1% | -4.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling