+2,368.0%
ACN vs ADM
+853.0%
+1,515.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.3% |
| 7D | -2.5% | -7.8% | +5.3% | -0.2% |
| 30D | +22.6% | -12.6% | +35.2% | +27.5% |
| 3M | +45.9% | -8.2% | +54.2% | +49.0% |
| 6M | +43.8% | -8.9% | +52.7% | +46.6% |
| YTD | -2.5% | +24.0% | -26.4% | -10.1% |
| 1Y | +6.5% | +26.2% | -19.7% | -2.6% |
| 3Y | -14.2% | +7.0% | -21.2% | -20.2% |
| 5Y | -24.4% | +24.9% | -49.3% | -34.5% |
| 10Y | +156.3% | +102.6% | +53.7% | +85.4% |
| All | +2,368.0% | +853.0% | +1,515.0% | +913.7% |
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