+1,325.8%
CRWD vs ADM
+166.1%
+1,159.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -3.0% | +2.5% | -5.5% | -3.3% |
| 30D | -6.8% | +9.5% | -16.2% | -7.9% |
| 3M | +19.6% | +10.6% | +9.0% | +17.8% |
| 6M | +87.1% | +24.0% | +63.1% | +81.4% |
| YTD | +76.4% | +54.0% | +22.5% | +66.3% |
| 1Y | +90.8% | +45.3% | +45.5% | +80.9% |
| 3Y | +380.0% | +21.8% | +358.2% | +365.5% |
| 5Y | +215.6% | +66.8% | +148.8% | +184.9% |
| All | +1,325.8% | +166.1% | +1,159.6% | +962.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling