+18.5%
ADM vs TW
+21.9%
-3.4%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | +0.1% |
| 7D | -0.1% | -3.5% | +3.4% | +0.2% |
| 30D | +11.0% | +0.5% | +10.5% | +10.9% |
| 3M | +6.0% | +4.9% | +1.1% | +5.4% |
| 6M | +26.9% | -17.1% | +44.0% | +29.1% |
| YTD | +50.0% | -3.9% | +53.9% | +50.4% |
| 1Y | +39.6% | -13.3% | +52.8% | +41.6% |
| 3Y | +18.5% | +20.9% | -2.4% | +21.6% |
| All | +18.5% | +21.9% | -3.4% | +21.6% |
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 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