+43.3%
ADP vs ACWI
+74.5%
-31.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -1.1% |
| 7D | +1.1% | +0.3% | +0.8% | +0.9% |
| 30D | +11.5% | -2.8% | +14.3% | +12.3% |
| 3M | +12.0% | -3.2% | +15.2% | +13.0% |
| 6M | +43.8% | +1.3% | +42.5% | +42.4% |
| YTD | +20.1% | +11.2% | +8.8% | +13.6% |
| 1Y | +22.3% | +13.8% | +8.5% | +14.2% |
| 3Y | +43.3% | +76.2% | -32.9% | +5.2% |
| All | +43.3% | +74.5% | -31.2% | +5.2% |
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