+966.8%
ADP vs ACM
+230.8%
+736.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | -3.4% | -3.7% | +0.3% | -2.3% |
| 30D | +2.8% | -11.1% | +13.9% | +6.2% |
| 3M | +20.9% | -8.0% | +28.9% | +23.3% |
| 6M | +29.9% | -29.7% | +59.5% | +43.3% |
| YTD | +9.6% | -29.4% | +39.0% | +20.4% |
| 1Y | -5.3% | -46.4% | +41.2% | +12.9% |
| 3Y | +16.5% | -22.3% | +38.8% | +21.9% |
| 5Y | +49.4% | +4.5% | +44.9% | +41.2% |
| 10Y | +282.2% | +127.6% | +154.6% | +172.2% |
| All | +966.8% | +230.8% | +736.1% | +492.2% |
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