+99.7%
ADM vs ACGL
+337.7%
-238.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | +0.5% |
| 7D | -9.0% | +0.9% | -9.9% | -9.4% |
| 30D | -14.0% | +13.7% | -27.7% | -18.3% |
| 3M | -9.2% | +8.0% | -17.2% | -12.1% |
| 6M | -9.2% | +13.3% | -22.4% | -14.1% |
| YTD | +24.2% | +11.8% | +12.4% | +17.4% |
| 1Y | +27.0% | +22.2% | +4.7% | +15.7% |
| 3Y | +6.6% | +32.5% | -25.9% | -8.7% |
| 5Y | +25.0% | +160.2% | -135.2% | -24.0% |
| All | +99.7% | +337.7% | -238.0% | +15.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling