+158.1%
ADM vs ACWI
+226.7%
-68.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +3.8% | +0.5% | +3.3% | +3.3% |
| 30D | +9.8% | +0.9% | +8.9% | +8.9% |
| 3M | +2.1% | +2.4% | -0.3% | 0.0% |
| 6M | +27.5% | +12.4% | +15.1% | +15.8% |
| YTD | +50.2% | +15.2% | +35.0% | +33.8% |
| 1Y | +40.6% | +22.7% | +17.9% | +18.8% |
| 3Y | +17.2% | +75.8% | -58.6% | -27.1% |
| 5Y | +61.9% | +67.7% | -5.8% | +3.6% |
| All | +158.1% | +226.7% | -68.6% | -6.1% |
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