+1,348.4%
CRWD vs AAL
-57.3%
+1,405.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.2% | -1.2% |
| 7D | -2.3% | -0.3% | -2.0% | -2.3% |
| 30D | -2.1% | -19.0% | +17.0% | +0.9% |
| 3M | +27.5% | -5.1% | +32.6% | +28.0% |
| 6M | +95.8% | +15.5% | +80.4% | +90.2% |
| YTD | +79.2% | -15.8% | +95.0% | +81.7% |
| 1Y | +96.3% | -0.3% | +96.6% | +93.5% |
| 3Y | +399.8% | -7.7% | +407.4% | +382.9% |
| 5Y | +216.7% | -32.5% | +249.3% | +211.3% |
| All | +1,348.4% | -57.3% | +1,405.7% | +1,352.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AAL.
Daily Out/Under-Performance
Portfolio return minus AAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAL 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 AAL 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