+2,427.5%
ACN vs ADP
+1,162.7%
+1,264.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.5% | -0.9% |
| 7D | +0.9% | +3.2% | -2.4% | -1.2% |
| 30D | +33.5% | +14.9% | +18.6% | +22.2% |
| 3M | +53.5% | +11.6% | +41.8% | +43.6% |
| 6M | +52.2% | +48.5% | +3.8% | +19.4% |
| YTD | -0.1% | +20.6% | -20.7% | -10.3% |
| 1Y | +11.0% | +23.7% | -12.6% | -1.8% |
| 3Y | -11.8% | +47.8% | -59.6% | -30.9% |
| 5Y | -22.8% | +47.7% | -70.5% | -39.9% |
| 10Y | +162.4% | +324.0% | -161.5% | +3.0% |
| All | +2,427.5% | +1,162.7% | +1,264.8% | +359.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling