+18.6%
ADM vs SW
+19.6%
-1.0%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.1% |
| 7D | +3.8% | -5.1% | +8.9% | +4.3% |
| 30D | +9.8% | -4.6% | +14.3% | +10.2% |
| 3M | +2.1% | +9.4% | -7.3% | +0.6% |
| 6M | +27.5% | +3.5% | +24.0% | +26.1% |
| YTD | +50.2% | +22.0% | +28.2% | +44.9% |
| 1Y | +40.6% | +2.2% | +38.4% | +38.4% |
| All | +18.6% | +19.6% | -1.0% | +9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling