-15.9%
ACN vs ADP
+46.4%
-62.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.4% | -0.4% |
| 7D | -3.8% | +2.2% | -6.0% | -5.7% |
| 30D | +16.5% | +10.6% | +6.0% | +6.5% |
| 3M | +41.5% | +12.9% | +28.5% | +27.4% |
| 6M | +60.1% | +50.6% | +9.4% | +15.0% |
| YTD | -3.9% | +23.2% | -27.1% | -20.1% |
| 1Y | +4.1% | +25.3% | -21.2% | -14.3% |
| 3Y | -15.9% | +47.1% | -63.0% | -32.2% |
| All | -15.9% | +46.4% | -62.3% | -32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 3y: compounded portfolio wealth divided by compounded ADP 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…
3y analysis · Full analysis span regression · 6 months rolling