+20.5%
ADP vs ALHC
-51.4%
+71.9%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +10.1% | -7.6% | +2.4% |
| 7D | +6.4% | -0.5% | +6.9% | +6.3% |
| 30D | +16.6% | -4.2% | +20.9% | +16.6% |
| 3M | +12.9% | -39.8% | +52.7% | +13.6% |
| 6M | +45.7% | -57.7% | +103.4% | +48.7% |
| YTD | +20.6% | -58.8% | +79.4% | +21.7% |
| 1Y | +20.5% | -52.4% | +72.9% | +17.4% |
| All | +20.5% | -51.4% | +71.9% | +17.4% |
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