+3,614.4%
ADP vs ACGL
+4,429.2%
-814.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.6% |
| 7D | -3.4% | -0.7% | -2.7% | -3.2% |
| 30D | +2.8% | -1.0% | +3.8% | +3.1% |
| 3M | +20.9% | +11.0% | +9.9% | +17.7% |
| 6M | +29.9% | -0.3% | +30.2% | +29.8% |
| YTD | +9.6% | +2.3% | +7.4% | +8.7% |
| 1Y | -5.3% | +6.4% | -11.6% | -7.1% |
| 3Y | +16.5% | +34.0% | -17.5% | +6.4% |
| 5Y | +49.4% | +161.6% | -112.2% | +13.4% |
| 10Y | +282.2% | +278.6% | +3.6% | +164.2% |
| All | +3,614.4% | +4,429.2% | -814.8% | +1,747.7% |
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 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