+292.1%
ADM vs ACM
+230.8%
+61.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.4% |
| 7D | +3.8% | -3.7% | +7.5% | +5.2% |
| 30D | +9.8% | -11.1% | +20.9% | +13.9% |
| 3M | +2.1% | -8.0% | +10.1% | +4.1% |
| 6M | +27.5% | -29.7% | +57.2% | +43.0% |
| YTD | +50.2% | -29.4% | +79.6% | +66.8% |
| 1Y | +40.6% | -46.4% | +87.0% | +72.7% |
| 3Y | +17.2% | -22.3% | +39.6% | +22.3% |
| 5Y | +61.9% | +4.5% | +57.4% | +48.4% |
| 10Y | +159.3% | +127.6% | +31.6% | +62.3% |
| All | +292.1% | +230.8% | +61.3% | +76.4% |
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