+22.1%
ADM vs TW
+39.0%
-17.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.8% | -0.9% |
| 7D | -1.8% | +3.1% | -5.0% | -2.1% |
| 30D | -13.3% | +16.7% | -30.0% | -14.3% |
| 3M | -13.4% | +25.2% | -38.5% | -15.0% |
| 6M | -9.6% | +19.5% | -29.1% | -11.0% |
| YTD | +23.0% | +21.0% | +2.0% | +20.8% |
| 1Y | +27.4% | +19.0% | +8.4% | +25.3% |
| 3Y | +5.7% | +40.7% | -35.0% | +3.2% |
| 5Y | +22.1% | +40.1% | -18.1% | +12.6% |
| All | +22.1% | +39.0% | -17.0% | +12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling