+112.4%
ADM vs TW
+301.3%
-188.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.9% | +2.6% |
| 7D | +4.2% | +3.9% | +0.3% | +3.6% |
| 30D | -12.8% | +19.9% | -32.8% | -15.3% |
| 3M | -8.5% | +25.9% | -34.4% | -11.9% |
| 6M | -10.9% | +21.1% | -32.1% | -13.9% |
| YTD | +29.4% | +23.9% | +5.5% | +24.1% |
| 1Y | +27.5% | +21.2% | +6.3% | +22.8% |
| 3Y | +10.3% | +44.8% | -34.4% | +1.7% |
| 5Y | +27.4% | +41.4% | -14.0% | +16.7% |
| All | +112.4% | +301.3% | -188.9% | +49.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling