-42.9%
ACN vs ADM
+64.4%
-107.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.1% |
| 7D | -4.8% | -0.1% | -4.8% | -4.8% |
| 30D | +1.9% | +11.0% | -9.1% | +0.3% |
| 3M | +3.9% | +6.0% | -2.1% | +2.8% |
| 6M | -15.0% | +26.9% | -41.9% | -18.5% |
| YTD | -31.9% | +50.0% | -81.9% | -36.6% |
| 1Y | -28.5% | +39.6% | -68.1% | -32.7% |
| 3Y | -41.9% | +18.5% | -60.4% | -43.7% |
| 5Y | -42.9% | +62.6% | -105.4% | -50.9% |
| All | -42.9% | +64.4% | -107.3% | -50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling