+156.3%
ACN vs ADM
+100.2%
+56.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.3% |
| 7D | -2.5% | -7.8% | +5.3% | -0.1% |
| 30D | +22.6% | -12.6% | +35.2% | +27.7% |
| 3M | +45.9% | -8.2% | +54.2% | +49.1% |
| 6M | +43.8% | -8.9% | +52.7% | +46.5% |
| YTD | -2.5% | +24.0% | -26.4% | -11.1% |
| 1Y | +6.5% | +26.2% | -19.7% | -3.7% |
| 3Y | -14.2% | +7.0% | -21.2% | -20.6% |
| 5Y | -24.4% | +24.9% | -49.3% | -38.2% |
| 10Y | +156.3% | +102.6% | +53.7% | +48.4% |
| All | +156.3% | +100.2% | +56.1% | +48.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling