+4.1%
ACN vs ADM
+29.6%
-25.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | +0.3% |
| 7D | -3.8% | +4.2% | -8.0% | -3.6% |
| 30D | +16.5% | -12.8% | +29.4% | +15.5% |
| 3M | +41.5% | -8.5% | +49.9% | +40.9% |
| 6M | +60.1% | -10.9% | +71.0% | +57.9% |
| YTD | -3.9% | +29.4% | -33.4% | -8.3% |
| 1Y | +4.1% | +27.5% | -23.4% | -0.2% |
| All | +4.1% | +29.6% | -25.5% | -0.2% |
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 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