+384.9%
CRWD vs ADM
+21.5%
+363.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.5% |
| 7D | -2.8% | +3.0% | -5.8% | -2.6% |
| 30D | -5.9% | +8.7% | -14.6% | -5.3% |
| 3M | +29.0% | +7.6% | +21.4% | +29.8% |
| 6M | +91.5% | +26.9% | +64.6% | +94.6% |
| YTD | +78.2% | +54.3% | +23.9% | +84.6% |
| 1Y | +96.6% | +45.7% | +51.0% | +103.1% |
| All | +384.9% | +21.5% | +363.5% | +409.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling