+313.7%
ADP vs ACWI
+226.8%
+86.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -2.7% |
| 7D | +1.1% | +0.3% | +0.8% | +0.6% |
| 30D | +11.5% | -2.8% | +14.3% | +13.9% |
| 3M | +12.0% | -3.2% | +15.2% | +14.7% |
| 6M | +43.8% | +1.3% | +42.5% | +40.0% |
| YTD | +20.1% | +11.2% | +8.8% | +6.2% |
| 1Y | +22.3% | +13.8% | +8.5% | +5.7% |
| 3Y | +43.3% | +76.2% | -32.9% | -21.9% |
| 5Y | +47.3% | +59.5% | -12.1% | -10.9% |
| 10Y | +313.7% | +222.2% | +91.5% | +19.6% |
| All | +313.7% | +226.8% | +86.9% | +19.6% |
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 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