+333.7%
ADM vs GWRE
+749.2%
-415.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.0% | +7.4% | +3.0% |
| 7D | +1.4% | -26.2% | +27.6% | +4.6% |
| 30D | +8.2% | -17.8% | +26.0% | +10.0% |
| 3M | +8.7% | +14.2% | -5.5% | +5.6% |
| 6M | +29.1% | -12.9% | +42.0% | +28.9% |
| YTD | +53.7% | -29.2% | +82.9% | +57.2% |
| 1Y | +43.2% | -44.4% | +87.7% | +51.3% |
| 3Y | +21.4% | +51.1% | -29.7% | +7.5% |
| 5Y | +67.1% | +16.5% | +50.6% | +52.0% |
| 10Y | +176.6% | +131.6% | +45.0% | +119.7% |
| All | +333.7% | +749.2% | -415.5% | +208.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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