+313.7%
ADM vs SW
+755.0%
-441.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.2% |
| 7D | +3.8% | -5.1% | +8.9% | +4.0% |
| 30D | +9.8% | -4.6% | +14.3% | +9.9% |
| 3M | +2.1% | +9.4% | -7.3% | +1.6% |
| 6M | +27.5% | +3.5% | +24.0% | +27.0% |
| YTD | +50.2% | +22.0% | +28.2% | +48.6% |
| 1Y | +40.6% | +2.2% | +38.4% | +39.9% |
| 3Y | +17.2% | +19.6% | -2.4% | +15.6% |
| 5Y | +61.9% | -2.3% | +64.2% | +59.0% |
| 10Y | +159.3% | +181.4% | -22.1% | +149.7% |
| All | +313.7% | +755.0% | -441.3% | +339.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling