+158.6%
ADM vs ACGL
+276.1%
-117.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +1.0% |
| 7D | +3.8% | -0.7% | +4.5% | +4.1% |
| 30D | +9.8% | -1.0% | +10.8% | +10.1% |
| 3M | +2.1% | +11.0% | -8.9% | -2.4% |
| 6M | +27.5% | -0.3% | +27.8% | +26.8% |
| YTD | +50.2% | +2.3% | +47.9% | +47.4% |
| 1Y | +40.6% | +6.4% | +34.2% | +35.4% |
| 3Y | +17.2% | +34.0% | -16.7% | -0.8% |
| 5Y | +61.9% | +161.6% | -99.8% | -2.1% |
| All | +158.6% | +276.1% | -117.5% | +43.0% |
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