+106.0%
ADM vs ACWI
+220.7%
-114.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.4% |
| 7D | -1.8% | -0.2% | -1.7% | -1.9% |
| 30D | -13.3% | -3.3% | -10.0% | -11.3% |
| 3M | -13.4% | -3.4% | -10.0% | -11.5% |
| 6M | -9.6% | +0.8% | -10.4% | -10.8% |
| YTD | +23.0% | +10.7% | +12.3% | +12.4% |
| 1Y | +27.4% | +11.6% | +15.8% | +15.5% |
| 3Y | +5.7% | +73.4% | -67.7% | -34.0% |
| 5Y | +22.1% | +60.2% | -38.1% | -19.4% |
| 10Y | +106.0% | +221.6% | -115.6% | -25.3% |
| All | +106.0% | +220.7% | -114.7% | -25.3% |
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