+40.6%
ADM vs TW
-15.9%
+56.5%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.3% |
| 7D | +3.8% | -2.3% | +6.1% | +3.8% |
| 30D | +9.8% | +3.9% | +5.8% | +9.7% |
| 3M | +2.1% | +5.7% | -3.6% | +2.1% |
| 6M | +27.5% | -14.5% | +42.0% | +28.7% |
| YTD | +50.2% | -0.9% | +51.1% | +52.7% |
| 1Y | +40.6% | -13.5% | +54.1% | +41.0% |
| All | +40.6% | -15.9% | +56.5% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 1y: compounded portfolio wealth divided by compounded TW 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…
1y analysis · Full analysis span regression · 6 months rolling