+313.7%
ADP vs ACGL
+332.3%
-18.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.8% |
| 7D | +1.1% | -1.1% | +2.2% | +1.6% |
| 30D | +11.5% | +13.1% | -1.6% | +5.4% |
| 3M | +12.0% | +9.8% | +2.3% | +7.4% |
| 6M | +43.8% | +15.3% | +28.5% | +34.8% |
| YTD | +20.1% | +12.7% | +7.3% | +13.0% |
| 1Y | +22.3% | +20.7% | +1.6% | +11.5% |
| 3Y | +43.3% | +34.3% | +9.0% | +21.4% |
| 5Y | +47.3% | +170.6% | -123.2% | -15.9% |
| 10Y | +313.7% | +330.6% | -16.9% | +89.6% |
| All | +313.7% | +332.3% | -18.6% | +89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 10y: compounded portfolio wealth divided by compounded ACGL 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…
10y analysis · Full analysis span regression · 6 months rolling