+246.4%
ADM vs SW
+743.1%
-496.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.1% | -3.7% | +0.2% |
| 7D | -8.3% | +12.1% | -20.3% | -8.7% |
| 30D | -14.1% | +6.6% | -20.7% | -14.3% |
| 3M | -10.7% | -6.0% | -4.7% | -10.6% |
| 6M | -5.9% | +21.5% | -27.4% | -6.8% |
| YTD | +25.8% | +20.3% | +5.4% | +24.5% |
| 1Y | +21.3% | +28.1% | -6.9% | +19.7% |
| 3Y | +7.4% | +51.6% | -44.2% | +5.2% |
| 5Y | +27.0% | -0.1% | +27.2% | +24.8% |
| 10Y | +102.7% | +189.7% | -87.0% | +95.3% |
| All | +246.4% | +743.1% | -496.6% | +267.9% |
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