+636.2%
ADI vs ACM
+133.7%
+502.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.6% |
| 7D | -6.3% | +6.6% | -12.9% | -9.0% |
| 30D | -3.2% | +19.8% | -22.9% | -11.2% |
| 3M | +2.8% | -3.1% | +5.9% | +3.1% |
| 6M | -5.0% | -11.5% | +6.5% | -1.4% |
| YTD | +46.3% | -24.7% | +71.0% | +63.0% |
| 1Y | +71.6% | -45.1% | +116.7% | +124.4% |
| 3Y | +139.2% | -8.9% | +148.1% | +137.2% |
| 5Y | +136.4% | +5.4% | +131.0% | +116.2% |
| 10Y | +636.2% | +131.1% | +505.1% | +340.2% |
| All | +636.2% | +133.7% | +502.5% | +340.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling