+53.2%
ADP vs ACWI
+67.7%
-14.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -3.4% | +0.5% | -3.9% | -3.7% |
| 30D | +2.8% | +0.9% | +1.9% | +2.2% |
| 3M | +20.9% | +2.4% | +18.5% | +18.6% |
| 6M | +29.9% | +12.4% | +17.5% | +18.5% |
| YTD | +9.6% | +15.2% | -5.5% | -1.9% |
| 1Y | -5.3% | +22.7% | -28.0% | -19.6% |
| 3Y | +16.5% | +75.8% | -59.3% | -28.1% |
| All | +53.2% | +67.7% | -14.5% | -2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling