+1,223.3%
ADP vs ACWI
+330.1%
+893.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.8% | +5.0% | +4.2% |
| 7D | +7.4% | -4.0% | +11.4% | +10.6% |
| 30D | +17.1% | -5.8% | +22.9% | +22.3% |
| 3M | +14.4% | -5.0% | +19.5% | +18.7% |
| 6M | +47.9% | +0.7% | +47.2% | +45.1% |
| YTD | +22.1% | +8.4% | +13.6% | +12.3% |
| 1Y | +21.8% | +10.1% | +11.7% | +10.5% |
| 3Y | +50.5% | +70.8% | -20.3% | -5.8% |
| 5Y | +49.6% | +55.4% | -5.8% | +1.1% |
| 10Y | +329.3% | +223.3% | +105.9% | +67.2% |
| All | +1,223.3% | +330.1% | +893.2% | +300.4% |
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