+77.6%
ADP vs ALHC
-61.5%
+139.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -1.1% |
| 7D | +3.2% | +1.0% | +2.3% | +3.1% |
| 30D | +14.9% | -14.2% | +29.1% | +15.7% |
| 3M | +11.6% | -45.1% | +56.8% | +14.9% |
| 6M | +48.5% | -59.5% | +108.0% | +54.4% |
| YTD | +20.6% | -62.8% | +83.4% | +25.7% |
| 1Y | +23.7% | -55.5% | +79.2% | +27.4% |
| 3Y | +47.8% | +25.7% | +22.1% | +37.7% |
| 5Y | +47.7% | -66.8% | +114.5% | +41.8% |
| All | +77.6% | -61.5% | +139.1% | +67.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling