+1,343.9%
ADI vs ACM
+230.8%
+1,113.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.8% |
| 7D | +0.4% | -3.7% | +4.2% | +2.0% |
| 30D | -3.8% | -11.1% | +7.3% | 0.0% |
| 3M | -15.3% | -8.0% | -7.3% | -13.5% |
| 6M | +6.7% | -29.7% | +36.3% | +20.8% |
| YTD | +34.8% | -29.4% | +64.1% | +51.2% |
| 1Y | +49.0% | -46.4% | +95.5% | +86.2% |
| 3Y | +108.1% | -22.3% | +130.4% | +122.6% |
| 5Y | +142.4% | +4.5% | +138.0% | +130.0% |
| 10Y | +589.9% | +127.6% | +462.3% | +364.1% |
| All | +1,343.9% | +230.8% | +1,113.1% | +609.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling