+1,073.0%
AMAT vs CRWD
+1,242.4%
-169.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +4.6% |
| 7D | -1.5% | -2.4% | +0.9% | -1.0% |
| 30D | -14.8% | +1.5% | -16.3% | -16.1% |
| 3M | -9.3% | +18.5% | -27.8% | -15.0% |
| 6M | +27.4% | +109.1% | -81.7% | -1.7% |
| YTD | +77.6% | +81.8% | -4.3% | +42.1% |
| 1Y | +188.9% | +106.7% | +82.3% | +122.0% |
| 3Y | +202.3% | +428.7% | -226.4% | +68.0% |
| 5Y | +248.9% | +206.4% | +42.5% | +112.8% |
| All | +1,073.0% | +1,242.4% | -169.4% | +321.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling