+28.4%
ADM vs ACM
-46.1%
+74.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.2% | -5.4% | -0.3% |
| 7D | -7.8% | +6.9% | -14.7% | -7.9% |
| 30D | -12.6% | +19.1% | -31.6% | -13.0% |
| 3M | -8.2% | -6.9% | -1.3% | -8.0% |
| 6M | -8.9% | -12.0% | +3.1% | -8.4% |
| YTD | +24.0% | -25.1% | +49.1% | +25.7% |
| All | +28.4% | -46.1% | +74.4% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling