+855.9%
AMAT vs CRWD
+1,339.9%
-484.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +5.4% | +6.0% | +9.7% |
| 7D | -1.1% | -5.5% | +4.4% | +1.0% |
| 30D | -26.9% | -16.9% | -10.0% | -22.4% |
| 3M | -31.2% | +6.6% | -37.8% | -33.6% |
| 6M | -14.7% | +73.2% | -87.9% | -29.7% |
| YTD | +44.7% | +95.1% | -50.3% | +12.8% |
| 1Y | +62.0% | +69.4% | -7.4% | +32.2% |
| 3Y | +165.0% | +379.3% | -214.3% | +51.0% |
| 5Y | +147.1% | +211.9% | -64.8% | +49.2% |
| All | +855.9% | +1,339.9% | -484.0% | +234.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRWD.
Daily Out/Under-Performance
Portfolio return minus CRWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRWD 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 CRWD 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