+170.8%
ADM vs ACWI
+330.1%
-159.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.3% | +2.8% |
| 7D | -7.5% | -4.0% | -3.5% | -4.3% |
| 30D | -14.3% | -5.8% | -8.5% | -9.9% |
| 3M | -8.6% | -5.0% | -3.6% | -4.8% |
| 6M | -9.9% | +0.7% | -10.6% | -11.3% |
| YTD | +25.1% | +8.4% | +16.7% | +14.5% |
| 1Y | +28.8% | +10.1% | +18.7% | +16.1% |
| 3Y | +6.9% | +70.8% | -63.9% | -36.7% |
| 5Y | +25.9% | +55.4% | -29.5% | -20.2% |
| 10Y | +101.7% | +223.3% | -121.6% | -37.6% |
| All | +170.8% | +330.1% | -159.4% | -35.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling