+49.6%
ADP vs ACGL
+35.5%
+14.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | +7.4% | +6.4% | +1.0% | +5.1% |
| 30D | +17.1% | +16.6% | +0.5% | +11.1% |
| 3M | +14.4% | +11.6% | +2.9% | +10.2% |
| 6M | +47.9% | +17.5% | +30.4% | +40.3% |
| YTD | +22.1% | +15.3% | +6.8% | +16.0% |
| 1Y | +21.8% | +26.3% | -4.5% | +12.3% |
| All | +49.6% | +35.5% | +14.1% | +36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling