+5.7%
ADM vs TW
+41.9%
-36.2%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.8% | -0.8% |
| 7D | -1.8% | +3.1% | -5.0% | -2.0% |
| 30D | -13.3% | +16.7% | -30.0% | -14.1% |
| 3M | -13.4% | +25.2% | -38.5% | -14.6% |
| 6M | -9.6% | +19.5% | -29.1% | -10.6% |
| YTD | +23.0% | +21.0% | +2.0% | +21.6% |
| 1Y | +27.4% | +19.0% | +8.4% | +26.1% |
| 3Y | +5.7% | +40.7% | -35.0% | +13.2% |
| All | +5.7% | +41.9% | -36.2% | +13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling