+316.8%
ADP vs ACWI
+219.0%
+97.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +3.2% | -2.4% | +5.6% | +5.2% |
| 30D | +14.9% | -5.2% | +20.1% | +20.0% |
| 3M | +11.6% | -4.8% | +16.4% | +16.0% |
| 6M | +48.5% | -1.3% | +49.8% | +47.9% |
| YTD | +20.6% | +8.4% | +12.2% | +9.2% |
| 1Y | +23.7% | +11.0% | +12.7% | +9.2% |
| 3Y | +47.8% | +70.6% | -22.8% | -16.9% |
| 5Y | +47.7% | +55.3% | -7.6% | -8.5% |
| All | +316.8% | +219.0% | +97.8% | +23.3% |
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 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