+1,369.7%
CRWD vs ADM
+159.7%
+1,210.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.1% | -0.9% |
| 7D | -2.4% | +3.8% | -6.2% | -2.9% |
| 30D | +1.5% | +9.8% | -8.2% | +0.2% |
| 3M | +18.5% | +2.1% | +16.4% | +18.0% |
| 6M | +109.1% | +27.5% | +81.6% | +101.9% |
| YTD | +81.8% | +50.2% | +31.6% | +71.9% |
| 1Y | +106.7% | +40.6% | +66.1% | +96.7% |
| 3Y | +428.7% | +17.2% | +411.5% | +416.0% |
| 5Y | +206.4% | +61.9% | +144.5% | +177.7% |
| All | +1,369.7% | +159.7% | +1,210.0% | +997.9% |
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 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