+1,073.2%
ADP vs ACM
+233.3%
+839.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.3% | -1.2% |
| 7D | +3.2% | +5.4% | -2.1% | +1.5% |
| 30D | +14.9% | +15.1% | -0.2% | +9.9% |
| 3M | +11.6% | -10.5% | +22.1% | +14.9% |
| 6M | +48.5% | -19.7% | +68.2% | +57.1% |
| YTD | +20.6% | -28.8% | +49.4% | +31.9% |
| 1Y | +23.7% | -47.9% | +71.6% | +48.6% |
| 3Y | +47.8% | -12.4% | +60.2% | +48.7% |
| 5Y | +47.7% | +0.6% | +47.2% | +41.4% |
| 10Y | +324.0% | +161.3% | +162.7% | +190.3% |
| All | +1,073.2% | +233.3% | +839.9% | +548.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling