+147.4%
ADI vs ACM
-7.9%
+155.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +5.2% | +3.4% | +6.6% |
| 7D | -4.4% | +6.9% | -11.3% | -6.6% |
| 30D | -2.8% | +19.1% | -21.9% | -8.7% |
| 3M | +1.5% | -6.9% | +8.5% | +4.0% |
| 6M | -4.7% | -12.0% | +7.3% | -0.4% |
| YTD | +46.8% | -25.1% | +72.0% | +63.9% |
| 1Y | +74.9% | -45.4% | +120.3% | +135.1% |
| 3Y | +147.4% | -6.9% | +154.4% | +125.3% |
| All | +147.4% | -7.9% | +155.3% | +125.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling