+4,035.7%
ADP vs ACGL
+5,005.0%
-969.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | +7.4% | +6.4% | +1.0% | +5.6% |
| 30D | +17.1% | +16.6% | +0.5% | +12.4% |
| 3M | +14.4% | +11.6% | +2.9% | +11.2% |
| 6M | +47.9% | +17.5% | +30.4% | +41.8% |
| YTD | +22.1% | +15.3% | +6.8% | +17.3% |
| 1Y | +21.8% | +26.3% | -4.5% | +14.2% |
| 3Y | +50.5% | +35.9% | +14.6% | +37.2% |
| 5Y | +49.6% | +168.2% | -118.6% | +12.8% |
| 10Y | +329.3% | +352.0% | -22.7% | +184.5% |
| All | +4,035.7% | +5,005.0% | -969.3% | +1,893.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling