+118.8%
ADP vs ACI
+25.9%
+92.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | -3.4% | +0.2% | -3.6% | -3.4% |
| 30D | +2.8% | +5.9% | -3.1% | +2.1% |
| 3M | +20.9% | -19.8% | +40.7% | +23.2% |
| 6M | +29.9% | -24.7% | +54.6% | +33.2% |
| YTD | +9.6% | -24.4% | +34.0% | +12.1% |
| 1Y | -5.3% | -31.5% | +26.2% | -2.1% |
| 3Y | +16.5% | -38.7% | +55.2% | +21.4% |
| 5Y | +49.4% | -42.8% | +92.2% | +54.7% |
| All | +118.8% | +25.9% | +92.9% | +111.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling