+88.5%
ACN vs ADM
+171.4%
-82.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.4% | -4.2% | -2.6% |
| 7D | -6.3% | +1.4% | -7.7% | -6.8% |
| 30D | -1.4% | +8.2% | -9.6% | -4.0% |
| 3M | +2.6% | +8.7% | -6.1% | -0.6% |
| 6M | -14.3% | +29.1% | -43.4% | -22.0% |
| YTD | -33.1% | +53.7% | -86.8% | -42.8% |
| 1Y | -28.8% | +43.2% | -72.0% | -37.9% |
| 3Y | -43.0% | +21.4% | -64.4% | -48.5% |
| 5Y | -44.0% | +67.1% | -111.1% | -58.7% |
| 10Y | +88.5% | +176.6% | -88.1% | +2.2% |
| All | +88.5% | +171.4% | -82.9% | +2.2% |
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