+636.4%
ADI vs ACM
+124.8%
+511.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.6% | +2.0% |
| 7D | +2.6% | -3.7% | +6.3% | +4.4% |
| 30D | -4.6% | -12.7% | +8.0% | +0.7% |
| 3M | -9.5% | -9.8% | +0.3% | -6.6% |
| 6M | +14.8% | -31.4% | +46.2% | +34.9% |
| YTD | +35.8% | -32.1% | +67.9% | +58.8% |
| 1Y | +48.9% | -47.8% | +96.7% | +97.9% |
| 3Y | +115.6% | -22.1% | +137.6% | +130.9% |
| 5Y | +135.1% | +1.8% | +133.3% | +119.4% |
| 10Y | +636.4% | +132.5% | +503.9% | +374.9% |
| All | +636.4% | +124.8% | +511.7% | +374.9% |
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