+5,676.4%
CRM vs ADM
+787.2%
+4,889.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.4% | -2.9% |
| 7D | -5.0% | +1.4% | -6.3% | -5.5% |
| 30D | +23.6% | +8.2% | +15.4% | +19.8% |
| 3M | +39.6% | +8.7% | +30.9% | +34.6% |
| 6M | +23.4% | +29.1% | -5.6% | +11.1% |
| YTD | -7.4% | +53.7% | -61.0% | -22.2% |
| 1Y | -2.3% | +43.2% | -45.6% | -16.3% |
| 3Y | +10.5% | +21.4% | -10.9% | -3.1% |
| 5Y | -4.7% | +67.1% | -71.8% | -28.9% |
| 10Y | +234.7% | +176.6% | +58.2% | +93.4% |
| All | +5,676.4% | +787.2% | +4,889.2% | +1,960.6% |
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