+316.8%
ADP vs ACGL
+337.7%
-20.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.7% | +0.1% |
| 7D | +3.2% | +0.9% | +2.4% | +2.8% |
| 30D | +14.9% | +13.7% | +1.2% | +8.4% |
| 3M | +11.6% | +8.0% | +3.6% | +7.7% |
| 6M | +48.5% | +13.3% | +35.2% | +40.2% |
| YTD | +20.6% | +11.8% | +8.7% | +13.9% |
| 1Y | +23.7% | +22.2% | +1.5% | +12.1% |
| 3Y | +47.8% | +32.5% | +15.3% | +26.0% |
| 5Y | +47.7% | +160.2% | -112.5% | -13.9% |
| All | +316.8% | +337.7% | -20.8% | +93.4% |
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