+1,697.2%
ACN vs ADP
+1,048.3%
+649.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -2.0% |
| 7D | -1.5% | -3.4% | +1.9% | +0.8% |
| 30D | +9.4% | +2.8% | +6.6% | +7.5% |
| 3M | +5.6% | +20.9% | -15.3% | -6.0% |
| 6M | -9.3% | +29.9% | -39.1% | -22.8% |
| YTD | -29.0% | +9.6% | -38.6% | -32.4% |
| 1Y | -24.7% | -5.3% | -19.4% | -21.5% |
| 3Y | -39.8% | +16.5% | -56.3% | -45.6% |
| 5Y | -40.9% | +49.4% | -90.3% | -54.4% |
| 10Y | +91.1% | +282.2% | -191.1% | -20.2% |
| All | +1,697.2% | +1,048.3% | +649.0% | +245.8% |
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