+6.6%
ADM vs ACI
-35.7%
+42.3%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | -0.3% |
| 7D | -9.0% | -2.2% | -6.8% | -8.8% |
| 30D | -14.0% | +10.3% | -24.3% | -14.8% |
| 3M | -9.2% | +7.2% | -16.3% | -9.8% |
| 6M | -9.2% | -18.0% | +8.8% | -7.3% |
| YTD | +24.2% | -22.0% | +46.2% | +27.1% |
| 1Y | +27.0% | -23.4% | +50.3% | +30.3% |
| 3Y | +6.6% | -35.8% | +42.4% | +13.9% |
| All | +6.6% | -35.7% | +42.3% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 3y: compounded portfolio wealth divided by compounded ACI 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…
3y analysis · Full analysis span regression · 6 months rolling