+53.2%
ADP vs ALHC
-33.5%
+86.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.0% | -2.1% |
| 7D | -3.4% | -0.6% | -2.8% | -3.4% |
| 30D | +2.8% | -1.0% | +3.8% | +2.8% |
| 3M | +20.9% | -10.2% | +31.1% | +20.7% |
| 6M | +29.9% | -28.3% | +58.2% | +31.2% |
| YTD | +9.6% | -31.4% | +41.1% | +11.0% |
| 1Y | -5.3% | -16.9% | +11.7% | -5.5% |
| 3Y | +16.5% | +135.5% | -119.0% | +3.7% |
| All | +53.2% | -33.5% | +86.7% | +41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling