+47.8%
ADP vs ACI
-35.7%
+83.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | -0.8% |
| 7D | +3.2% | -2.2% | +5.5% | +3.5% |
| 30D | +14.9% | +10.3% | +4.6% | +13.6% |
| 3M | +11.6% | +7.2% | +4.4% | +10.7% |
| 6M | +48.5% | -18.0% | +66.5% | +49.9% |
| YTD | +20.6% | -22.0% | +42.6% | +21.8% |
| 1Y | +23.7% | -23.4% | +47.1% | +25.2% |
| 3Y | +47.8% | -35.8% | +83.6% | +51.8% |
| All | +47.8% | -35.7% | +83.5% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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