+6.6%
ADM vs CDW
-21.8%
+28.4%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | -9.0% | +2.1% | -11.1% | -9.3% |
| 30D | -14.0% | +14.7% | -28.7% | -15.3% |
| 3M | -9.2% | +11.1% | -20.3% | -10.4% |
| 6M | -9.2% | +45.6% | -54.7% | -13.3% |
| YTD | +24.2% | +17.1% | +7.1% | +21.1% |
| 1Y | +27.0% | +13.2% | +13.8% | +24.3% |
| 3Y | +6.6% | -22.2% | +28.8% | +6.5% |
| All | +6.6% | -21.8% | +28.4% | +6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling