+128.2%
ADM vs ACGL
+329.5%
-201.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | +0.1% | -1.4% | +1.5% | +0.6% |
| 30D | -11.8% | +12.4% | -24.2% | -15.9% |
| 3M | -11.3% | +11.1% | -22.4% | -15.1% |
| 6M | -10.0% | +16.3% | -26.4% | -15.9% |
| YTD | +25.9% | +13.8% | +12.1% | +18.2% |
| 1Y | +26.7% | +20.4% | +6.2% | +16.1% |
| 3Y | +8.1% | +33.6% | -25.4% | -7.7% |
| 5Y | +23.5% | +176.8% | -153.3% | -27.2% |
| 10Y | +128.2% | +324.6% | -196.4% | +8.2% |
| All | +128.2% | +329.5% | -201.2% | +8.2% |
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