+1,906.3%
ADM vs ITW
+9,539.7%
-7,633.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | -0.1% | -0.4% | +0.4% | +0.1% |
| 30D | +11.0% | -9.4% | +20.5% | +15.5% |
| 3M | +6.0% | +7.1% | -1.1% | +2.5% |
| 6M | +26.9% | -1.9% | +28.8% | +26.9% |
| YTD | +50.0% | +10.4% | +39.6% | +42.4% |
| 1Y | +39.6% | +3.3% | +36.3% | +36.0% |
| 3Y | +18.5% | +21.0% | -2.5% | +7.6% |
| 5Y | +62.6% | +36.3% | +26.3% | +38.7% |
| 10Y | +162.4% | +185.8% | -23.4% | +64.6% |
| All | +1,906.3% | +9,539.7% | -7,633.4% | +323.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling