+21,748.4%
SHW vs ADM
+1,545.4%
+20,203.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.5% |
| 7D | +4.2% | -1.8% | +6.1% | +4.7% |
| 30D | +11.3% | -13.3% | +24.5% | +15.1% |
| 3M | -1.8% | -13.4% | +11.6% | +1.4% |
| 6M | +12.7% | -9.6% | +22.3% | +14.6% |
| YTD | +10.4% | +23.0% | -12.6% | +3.5% |
| 1Y | +4.7% | +27.4% | -22.6% | -2.8% |
| 3Y | +42.7% | +5.7% | +37.0% | +35.2% |
| 5Y | +14.5% | +22.1% | -7.5% | +2.8% |
| 10Y | +340.7% | +106.0% | +234.8% | +238.3% |
| All | +21,748.4% | +1,545.4% | +20,203.0% | +8,370.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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