+67.2%
ADM vs ITW
+35.1%
+32.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | 0.0% | +0.2% |
| 7D | +3.0% | -2.4% | +5.4% | +4.0% |
| 30D | +8.7% | -9.5% | +18.2% | +13.1% |
| 3M | +7.6% | +6.6% | +1.0% | +3.9% |
| 6M | +26.9% | -1.8% | +28.6% | +26.7% |
| YTD | +54.3% | +9.0% | +45.3% | +46.2% |
| 1Y | +45.7% | +3.6% | +42.1% | +41.1% |
| 3Y | +21.9% | +19.4% | +2.5% | +9.5% |
| 5Y | +67.2% | +36.4% | +30.8% | +34.5% |
| All | +67.2% | +35.1% | +32.0% | +34.5% |
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