+21.5%
ADM vs ITW
+18.4%
+3.2%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.2% | +3.1% |
| 7D | +1.4% | -1.9% | +3.3% | +2.0% |
| 30D | +8.2% | -10.4% | +18.6% | +12.6% |
| 3M | +8.7% | +3.5% | +5.2% | +6.3% |
| 6M | +29.1% | -3.4% | +32.5% | +29.8% |
| YTD | +53.7% | +8.5% | +45.1% | +45.2% |
| 1Y | +43.2% | +3.2% | +40.0% | +38.5% |
| All | +21.5% | +18.4% | +3.2% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 3y: compounded portfolio wealth divided by compounded ITW 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…
3y analysis · Full analysis span regression · 6 months rolling