+126.6%
ADM vs ACWI
+224.5%
-97.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.0% | +2.9% |
| 7D | +4.2% | +2.4% | +1.7% | +2.3% |
| 30D | -12.8% | -1.7% | -11.2% | -12.0% |
| 3M | -8.5% | -3.9% | -4.5% | -6.1% |
| 6M | -10.9% | +0.8% | -11.7% | -12.1% |
| YTD | +29.4% | +11.0% | +18.4% | +18.0% |
| 1Y | +27.5% | +13.1% | +14.4% | +14.6% |
| 3Y | +10.3% | +73.9% | -63.5% | -31.2% |
| 5Y | +27.4% | +59.0% | -31.7% | -15.2% |
| All | +126.6% | +224.5% | -97.8% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling