+224.3%
ADM vs ACM
+233.3%
-9.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -9.0% | +5.4% | -14.4% | -10.9% |
| 30D | -14.0% | +15.1% | -29.1% | -18.5% |
| 3M | -9.2% | -10.5% | +1.3% | -6.3% |
| 6M | -9.2% | -19.7% | +10.5% | -3.2% |
| YTD | +24.2% | -28.8% | +53.0% | +37.0% |
| 1Y | +27.0% | -47.9% | +74.8% | +57.6% |
| 3Y | +6.6% | -12.4% | +19.0% | +5.7% |
| 5Y | +25.0% | +0.6% | +24.4% | +16.2% |
| 10Y | +100.2% | +161.3% | -61.0% | +18.3% |
| All | +224.3% | +233.3% | -9.1% | +45.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling