+1,583.8%
ADM vs GWW
+16,306.2%
-14,722.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.4% | +2.0% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | -11.8% | +14.0% | -25.8% | -15.7% |
| 3M | -11.3% | +14.4% | -25.7% | -15.4% |
| 6M | -10.0% | +21.7% | -31.7% | -16.2% |
| YTD | +25.9% | +48.4% | -22.5% | +9.2% |
| 1Y | +26.7% | +58.4% | -31.7% | +7.4% |
| 3Y | +8.1% | +92.3% | -84.1% | -15.5% |
| 5Y | +23.5% | +221.8% | -198.3% | -20.2% |
| 10Y | +128.2% | +657.6% | -529.4% | +5.4% |
| All | +1,583.8% | +16,306.2% | -14,722.3% | +184.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling