+1,318.0%
ADI vs ACN
+1,705.6%
-387.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.3% | +4.9% | +3.2% |
| 7D | +0.4% | -1.5% | +2.0% | +1.1% |
| 30D | -3.8% | +9.4% | -13.2% | -8.2% |
| 3M | -15.3% | +5.6% | -20.9% | -20.6% |
| 6M | +6.7% | -9.3% | +15.9% | +5.4% |
| YTD | +34.8% | -29.0% | +63.7% | +49.1% |
| 1Y | +49.0% | -24.7% | +73.7% | +59.1% |
| 3Y | +108.1% | -39.8% | +147.9% | +146.3% |
| 5Y | +142.4% | -40.9% | +183.4% | +188.1% |
| 10Y | +589.9% | +91.1% | +498.8% | +358.1% |
| All | +1,318.0% | +1,705.6% | -387.5% | +165.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 ACN 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