+106.7%
CRWD vs ADM
+40.7%
+65.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.1% | -0.8% |
| 7D | -2.4% | +3.8% | -6.2% | -2.1% |
| 30D | +1.5% | +9.8% | -8.2% | +1.9% |
| 3M | +18.5% | +2.1% | +16.4% | +19.2% |
| 6M | +109.1% | +27.5% | +81.6% | +112.5% |
| YTD | +81.8% | +50.2% | +31.6% | +95.5% |
| 1Y | +106.7% | +40.6% | +66.1% | +122.0% |
| All | +106.7% | +40.7% | +65.9% | +122.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling