+99.7%
ADM vs ACWI
+219.0%
-119.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -9.0% | -2.4% | -6.7% | -7.5% |
| 30D | -14.0% | -5.2% | -8.8% | -10.8% |
| 3M | -9.2% | -4.8% | -4.3% | -6.2% |
| 6M | -9.2% | -1.3% | -7.8% | -9.0% |
| YTD | +24.2% | +8.4% | +15.8% | +15.3% |
| 1Y | +27.0% | +11.0% | +15.9% | +15.5% |
| 3Y | +6.6% | +70.6% | -64.0% | -32.6% |
| 5Y | +25.0% | +55.3% | -30.3% | -15.4% |
| All | +99.7% | +219.0% | -119.3% | -27.7% |
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