+80.6%
CRWD vs ADM
+29.8%
+50.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.5% |
| 7D | -9.6% | -8.3% | -1.3% | -10.3% |
| 30D | -11.6% | -14.1% | +2.5% | -12.7% |
| 3M | +14.1% | -10.7% | +24.8% | +12.7% |
| 6M | +105.4% | -5.9% | +111.4% | +103.2% |
| YTD | +105.6% | +25.8% | +79.9% | +118.1% |
| 1Y | +80.6% | +21.3% | +59.3% | +89.9% |
| All | +80.6% | +29.8% | +50.7% | +89.9% |
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