+225.1%
ADM vs ACWI
+356.8%
-131.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.8% |
| 3M | +2.1% | +2.4% | -0.3% | -0.5% |
| 6M | +27.5% | +12.4% | +15.1% | +13.7% |
| YTD | +50.2% | +15.2% | +35.0% | +30.9% |
| 1Y | +40.6% | +22.7% | +17.9% | +15.3% |
| 3Y | +17.2% | +75.8% | -58.6% | -32.1% |
| 5Y | +61.9% | +67.7% | -5.8% | -3.9% |
| 10Y | +159.3% | +229.0% | -69.7% | -20.4% |
| All | +225.1% | +356.8% | -131.7% | -26.6% |
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