+11.9%
ACN vs ADM
+29.8%
-17.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.3% | +3.5% | +3.8% |
| 7D | +8.6% | -8.3% | +16.8% | +8.0% |
| 30D | +36.6% | -14.1% | +50.7% | +35.0% |
| 3M | +56.3% | -10.7% | +67.0% | +55.2% |
| 6M | +49.7% | -5.9% | +55.6% | +47.8% |
| YTD | +1.3% | +25.8% | -24.4% | -0.2% |
| 1Y | +11.9% | +21.3% | -9.3% | +10.1% |
| All | +11.9% | +29.8% | -17.9% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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