-22.5%
ACN vs ADP
+47.3%
-69.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.5% | -0.7% |
| 7D | +0.9% | +3.2% | -2.4% | -1.7% |
| 30D | +33.5% | +14.9% | +18.6% | +19.4% |
| 3M | +53.5% | +11.6% | +41.8% | +41.0% |
| 6M | +52.2% | +48.5% | +3.8% | +13.2% |
| YTD | -0.1% | +20.6% | -20.7% | -13.3% |
| 1Y | +11.0% | +23.7% | -12.6% | -5.3% |
| 3Y | -11.8% | +47.8% | -59.6% | -34.6% |
| All | -22.5% | +47.3% | -69.8% | -44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling