+153.2%
ADM vs TW
+209.8%
-56.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | +3.0% | -2.7% | +5.7% | +3.4% |
| 30D | +8.7% | -1.7% | +10.4% | +8.9% |
| 3M | +7.6% | +1.6% | +6.0% | +6.9% |
| 6M | +26.9% | -17.7% | +44.6% | +30.6% |
| YTD | +54.3% | -4.3% | +58.6% | +54.3% |
| 1Y | +45.7% | -13.1% | +58.8% | +48.1% |
| 3Y | +21.9% | +20.3% | +1.6% | +15.5% |
| 5Y | +67.2% | +22.0% | +45.2% | +55.2% |
| All | +153.2% | +209.8% | -56.6% | +86.0% |
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 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