+102.6%
ADM vs ACGL
+332.3%
-229.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.5% |
| 7D | -7.8% | -1.1% | -6.7% | -7.4% |
| 30D | -12.6% | +13.1% | -25.7% | -16.8% |
| 3M | -8.2% | +9.8% | -18.0% | -11.8% |
| 6M | -8.9% | +15.3% | -24.2% | -14.5% |
| YTD | +24.0% | +12.7% | +11.3% | +16.8% |
| 1Y | +26.2% | +20.7% | +5.4% | +15.6% |
| 3Y | +7.0% | +34.3% | -27.3% | -8.9% |
| 5Y | +24.9% | +170.6% | -145.7% | -25.4% |
| 10Y | +102.6% | +330.6% | -227.9% | +10.4% |
| All | +102.6% | +332.3% | -229.7% | +10.4% |
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