+101.1%
ADM vs SW
+185.4%
-84.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.4% |
| 7D | -7.5% | +4.7% | -12.2% | -7.9% |
| 30D | -14.3% | +5.0% | -19.3% | -14.7% |
| 3M | -8.6% | -7.3% | -1.3% | -8.1% |
| 6M | -9.9% | +15.0% | -24.8% | -11.4% |
| YTD | +25.1% | +18.5% | +6.6% | +22.4% |
| 1Y | +28.8% | +27.1% | +1.7% | +25.2% |
| 3Y | +6.9% | +49.3% | -42.5% | +1.8% |
| 5Y | +25.9% | -1.6% | +27.5% | +21.0% |
| All | +101.1% | +185.4% | -84.3% | +70.3% |
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