+158.1%
ADM vs CDW
+285.0%
-126.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.6% |
| 7D | +3.8% | +3.2% | +0.6% | +2.8% |
| 30D | +9.8% | +9.3% | +0.5% | +6.6% |
| 3M | +2.1% | +9.8% | -7.7% | -1.6% |
| 6M | +27.5% | +23.3% | +4.2% | +16.7% |
| YTD | +50.2% | +13.7% | +36.6% | +40.4% |
| 1Y | +40.6% | -6.5% | +47.1% | +39.4% |
| 3Y | +17.2% | -25.2% | +42.5% | +22.3% |
| 5Y | +61.9% | -19.5% | +81.4% | +60.0% |
| All | +158.1% | +285.0% | -126.9% | +71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 10y: compounded portfolio wealth divided by compounded CDW 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…
10y analysis · Full analysis span regression · 6 months rolling