+2,427.5%
ACN vs ADM
+854.8%
+1,572.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.0% | -1.5% |
| 7D | +0.9% | -9.0% | +9.9% | +3.7% |
| 30D | +33.5% | -14.0% | +47.5% | +39.5% |
| 3M | +53.5% | -9.2% | +62.6% | +57.2% |
| 6M | +52.2% | -9.2% | +61.4% | +55.3% |
| YTD | -0.1% | +24.2% | -24.3% | -8.0% |
| 1Y | +11.0% | +27.0% | -15.9% | +1.4% |
| 3Y | -11.8% | +6.6% | -18.4% | -17.9% |
| 5Y | -22.8% | +25.0% | -47.8% | -33.1% |
| 10Y | +162.4% | +100.2% | +62.2% | +90.5% |
| All | +2,427.5% | +854.8% | +1,572.7% | +937.6% |
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