+7.4%
ADM vs ACWI
+70.4%
-63.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.3% | +0.7% |
| 7D | -7.5% | -4.0% | -3.5% | -6.3% |
| 30D | -14.3% | -5.8% | -8.5% | -12.7% |
| 3M | -8.6% | -5.0% | -3.6% | -7.2% |
| 6M | -9.9% | +0.7% | -10.6% | -10.6% |
| YTD | +25.1% | +8.4% | +16.7% | +20.0% |
| 1Y | +28.8% | +10.1% | +18.7% | +22.7% |
| All | +7.4% | +70.4% | -63.0% | -26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling