+198.8%
ADM vs CDW
+1,014.9%
-816.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.9% | -3.7% | -1.6% |
| 7D | -1.8% | +13.1% | -14.9% | -5.5% |
| 30D | -13.3% | +19.1% | -32.4% | -17.9% |
| 3M | -13.4% | +24.7% | -38.1% | -19.7% |
| 6M | -9.6% | +63.4% | -73.0% | -23.7% |
| YTD | +23.0% | +26.3% | -3.3% | +10.5% |
| 1Y | +27.4% | +20.6% | +6.8% | +16.0% |
| 3Y | +5.7% | -16.3% | +22.0% | +5.6% |
| 5Y | +22.1% | -3.9% | +26.0% | +13.2% |
| 10Y | +106.0% | +331.5% | -225.5% | +13.6% |
| All | +198.8% | +1,014.9% | -816.1% | +44.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling