+48.7%
ADP vs ACM
+1.1%
+47.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.5% |
| 7D | +2.2% | +5.6% | -3.5% | +0.3% |
| 30D | +10.6% | +20.8% | -10.3% | +3.8% |
| 3M | +12.9% | +11.4% | +1.5% | +8.6% |
| 6M | +50.6% | +0.9% | +49.7% | +48.7% |
| YTD | +23.2% | -24.8% | +48.0% | +33.9% |
| 1Y | +25.3% | -46.4% | +71.7% | +54.7% |
| 3Y | +47.1% | -9.2% | +56.4% | +40.3% |
| All | +48.7% | +1.1% | +47.6% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 5y: compounded portfolio wealth divided by compounded ACM 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…
5y analysis · Full analysis span regression · 6 months rolling