+128.2%
ADM vs CDW
+338.4%
-210.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.2% | +0.1% | +1.7% |
| 7D | +0.1% | +2.6% | -2.5% | -0.7% |
| 30D | -11.8% | +20.4% | -32.2% | -16.7% |
| 3M | -11.3% | +28.5% | -39.8% | -18.4% |
| 6M | -10.0% | +70.6% | -80.6% | -25.0% |
| YTD | +25.9% | +29.1% | -3.2% | +12.6% |
| 1Y | +26.7% | +23.8% | +2.9% | +14.7% |
| 3Y | +8.1% | -14.5% | +22.6% | +7.8% |
| 5Y | +23.5% | -1.6% | +25.1% | +13.5% |
| 10Y | +128.2% | +322.0% | -193.8% | +37.2% |
| All | +128.2% | +338.4% | -210.2% | +37.2% |
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