+21.3%
ADM vs ACGL
+28.7%
-7.4%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.7% | -2.3% | +0.2% |
| 7D | -8.3% | +8.0% | -16.3% | -8.4% |
| 30D | -14.1% | +17.3% | -31.4% | -14.4% |
| 3M | -10.7% | +11.2% | -22.0% | -11.0% |
| 6M | -5.9% | +18.2% | -24.1% | -5.9% |
| YTD | +25.8% | +15.4% | +10.4% | +25.7% |
| 1Y | +21.3% | +26.5% | -5.3% | +11.1% |
| All | +21.3% | +28.7% | -7.4% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 1y: compounded portfolio wealth divided by compounded ACGL 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…
1y analysis · Full analysis span regression · 6 months rolling