+158.9%
ADM vs ACI
+25.9%
+133.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | +3.8% | +0.2% | +3.6% | +3.7% |
| 30D | +9.8% | +5.9% | +3.8% | +8.9% |
| 3M | +2.1% | -19.8% | +21.9% | +4.6% |
| 6M | +27.5% | -24.7% | +52.2% | +31.5% |
| YTD | +50.2% | -24.4% | +74.6% | +54.6% |
| 1Y | +40.6% | -31.5% | +72.1% | +46.5% |
| 3Y | +17.2% | -38.7% | +55.9% | +23.7% |
| 5Y | +61.9% | -42.8% | +104.7% | +69.4% |
| All | +158.9% | +25.9% | +133.0% | +158.7% |
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