+49.0%
ADI vs ACM
-45.8%
+94.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | +0.4% | -3.7% | +4.2% | +0.9% |
| 30D | -3.8% | -11.1% | +7.3% | -2.1% |
| 3M | -15.3% | -8.0% | -7.3% | -14.1% |
| 6M | +6.7% | -29.7% | +36.3% | +14.1% |
| YTD | +34.8% | -29.4% | +64.1% | +43.2% |
| 1Y | +49.0% | -46.4% | +95.5% | +67.2% |
| All | +49.0% | -45.8% | +94.8% | +67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling