+146.5%
ADM vs TW
+221.1%
-74.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.1% |
| 7D | +3.8% | -2.3% | +6.1% | +4.1% |
| 30D | +9.8% | +3.9% | +5.8% | +9.0% |
| 3M | +2.1% | +5.7% | -3.6% | +0.8% |
| 6M | +27.5% | -14.5% | +42.0% | +30.4% |
| YTD | +50.2% | -0.9% | +51.1% | +49.4% |
| 1Y | +40.6% | -13.5% | +54.1% | +43.2% |
| 3Y | +17.2% | +25.0% | -7.8% | +10.3% |
| 5Y | +61.9% | +22.7% | +39.2% | +50.6% |
| All | +146.5% | +221.1% | -74.6% | +80.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling