+1,462.8%
CRWD vs ADM
+123.7%
+1,339.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.7% | -4.1% | -1.7% |
| 7D | +4.5% | +4.2% | +0.3% | +4.0% |
| 30D | -9.1% | -12.8% | +3.7% | -7.7% |
| 3M | +0.5% | -8.5% | +8.9% | +1.2% |
| 6M | +61.1% | -10.9% | +72.0% | +62.7% |
| YTD | +93.4% | +29.4% | +64.0% | +85.8% |
| 1Y | +71.1% | +27.5% | +43.6% | +64.5% |
| 3Y | +351.1% | +10.3% | +340.7% | +337.7% |
| 5Y | +218.8% | +27.4% | +191.5% | +200.3% |
| All | +1,462.8% | +123.7% | +1,339.1% | +1,086.4% |
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