+1,697.2%
ACN vs ADM
+1,054.6%
+642.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.3% | -3.6% | -3.4% |
| 7D | -1.5% | +3.8% | -5.3% | -2.7% |
| 30D | +9.4% | +9.8% | -0.4% | +6.1% |
| 3M | +5.6% | +2.1% | +3.5% | +4.5% |
| 6M | -9.3% | +27.5% | -36.8% | -16.6% |
| YTD | -29.0% | +50.2% | -79.2% | -38.1% |
| 1Y | -24.7% | +40.6% | -65.3% | -33.2% |
| 3Y | -39.8% | +17.2% | -57.1% | -45.3% |
| 5Y | -40.9% | +61.9% | -102.8% | -52.7% |
| 10Y | +91.1% | +159.3% | -68.2% | +28.6% |
| All | +1,697.2% | +1,054.6% | +642.7% | +598.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling