-11.8%
ACN vs ADP
+48.5%
-60.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.5% | -0.6% |
| 7D | +0.9% | +3.2% | -2.4% | -2.0% |
| 30D | +33.5% | +14.9% | +18.6% | +18.0% |
| 3M | +53.5% | +11.6% | +41.8% | +39.6% |
| 6M | +52.2% | +48.5% | +3.8% | +11.1% |
| YTD | -0.1% | +20.6% | -20.7% | -15.2% |
| 1Y | +11.0% | +23.7% | -12.6% | -7.2% |
| 3Y | -11.8% | +47.8% | -59.6% | -30.0% |
| All | -11.8% | +48.5% | -60.3% | -30.0% |
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