+106.0%
ADM vs ACGL
+332.0%
-226.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.1% |
| 7D | -1.8% | +1.3% | -3.1% | -2.4% |
| 30D | -13.3% | +14.2% | -27.5% | -17.8% |
| 3M | -13.4% | +11.1% | -24.4% | -17.1% |
| 6M | -9.6% | +16.4% | -26.0% | -15.5% |
| YTD | +23.0% | +13.8% | +9.2% | +15.5% |
| 1Y | +27.4% | +21.6% | +5.8% | +16.3% |
| 3Y | +5.7% | +33.5% | -27.9% | -9.7% |
| 5Y | +22.1% | +174.8% | -152.8% | -27.6% |
| 10Y | +106.0% | +330.4% | -224.4% | +9.3% |
| All | +106.0% | +332.0% | -226.1% | +9.3% |
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