-40.6%
ACN vs ADP
+49.8%
-90.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -1.6% |
| 7D | -1.5% | -3.4% | +1.9% | +1.3% |
| 30D | +9.4% | +2.8% | +6.6% | +7.1% |
| 3M | +5.6% | +20.9% | -15.3% | -8.3% |
| 6M | -9.3% | +29.9% | -39.1% | -25.3% |
| YTD | -29.0% | +9.6% | -38.6% | -33.6% |
| 1Y | -24.7% | -5.3% | -19.4% | -22.1% |
| 3Y | -39.8% | +16.5% | -56.3% | -46.7% |
| All | -40.6% | +49.8% | -90.4% | -58.5% |
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