+25.4%
ADM vs ITW
+35.5%
-10.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.5% | +2.6% |
| 7D | +4.2% | +2.3% | +1.8% | +3.2% |
| 30D | -12.8% | +6.7% | -19.5% | -15.2% |
| 3M | -8.5% | -0.5% | -7.9% | -8.5% |
| 6M | -10.9% | +16.4% | -27.3% | -17.1% |
| YTD | +29.4% | +19.0% | +10.5% | +18.2% |
| 1Y | +27.5% | +20.2% | +7.3% | +15.9% |
| 3Y | +10.3% | +33.1% | -22.7% | -5.3% |
| All | +25.4% | +35.5% | -10.0% | +1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling