+158.6%
ADM vs SW
+147.8%
+10.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.2% |
| 7D | +3.8% | -5.1% | +8.9% | +4.2% |
| 30D | +9.8% | -4.6% | +14.3% | +10.1% |
| 3M | +2.1% | +9.4% | -7.3% | +1.1% |
| 6M | +27.5% | +3.5% | +24.0% | +26.5% |
| YTD | +50.2% | +22.0% | +28.2% | +46.8% |
| 1Y | +40.6% | +2.2% | +38.4% | +39.2% |
| 3Y | +17.2% | +19.6% | -2.4% | +13.4% |
| 5Y | +61.9% | -2.3% | +64.2% | +55.8% |
| All | +158.6% | +147.8% | +10.8% | +125.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 10y: compounded portfolio wealth divided by compounded SW 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…
10y analysis · Full analysis span regression · 6 months rolling