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  • ALL vs ACWI✓SelectedUSD · ACWIALL vs ACWI performance historyLatest closeAs of-1.35%09/04
Stock and ETF performance explorer

ALL vs ACWI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+750.1%
ACWI return
+356.8%
Excess return
+393.3%
Maximum drawdown
-71.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioACWIExcessAlpha
1D-1.3%0.0%-1.3%-1.3%
7D0.0%+0.5%-0.5%-0.4%
30D-1.5%+0.9%-2.4%-2.4%
3M+23.6%+2.4%+21.2%+19.6%
6M+22.3%+12.4%+10.0%+7.3%
YTD+26.5%+15.2%+11.4%+7.8%
1Y+27.0%+22.7%+4.3%+1.2%
3Y+149.6%+75.8%+73.8%+35.2%
5Y+118.1%+67.7%+50.4%+21.1%
10Y+369.0%+229.0%+140.0%+22.6%
All+750.1%+356.8%+393.3%+16.6%

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 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