+113.7%
ADM vs ACI
+31.1%
+82.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.3% |
| 7D | -7.8% | -5.9% | -1.9% | -7.1% |
| 30D | -12.6% | +7.2% | -19.8% | -13.4% |
| 3M | -8.2% | +8.8% | -17.1% | -9.3% |
| 6M | -8.9% | -17.2% | +8.3% | -7.2% |
| YTD | +24.0% | -21.3% | +45.2% | +26.8% |
| 1Y | +26.2% | -23.7% | +49.9% | +29.6% |
| 3Y | +7.0% | -32.8% | +39.8% | +11.5% |
| 5Y | +24.9% | -41.4% | +66.2% | +30.2% |
| All | +113.7% | +31.1% | +82.6% | +112.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling