+40.6%
ADM vs GWW
+31.2%
+9.4%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.2% |
| 7D | +3.8% | +1.4% | +2.4% | +3.7% |
| 30D | +9.8% | +3.3% | +6.5% | +9.6% |
| 3M | +2.1% | +2.9% | -0.8% | +1.9% |
| 6M | +27.5% | +15.8% | +11.7% | +25.8% |
| YTD | +50.2% | +32.0% | +18.2% | +45.5% |
| 1Y | +40.6% | +29.9% | +10.7% | +31.9% |
| All | +40.6% | +31.2% | +9.4% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 1y: compounded portfolio wealth divided by compounded GWW 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…
1y analysis · Full analysis span regression · 6 months rolling