+1,325.8%
CRWD vs ABT
+43.1%
+1,282.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.3% | -0.5% |
| 7D | -3.0% | -5.9% | +2.9% | -0.8% |
| 30D | -6.8% | -8.1% | +1.3% | -4.2% |
| 3M | +19.6% | +14.5% | +5.1% | +11.8% |
| 6M | +87.1% | -6.3% | +93.4% | +89.8% |
| YTD | +76.4% | -17.1% | +93.5% | +87.8% |
| 1Y | +90.8% | -21.4% | +112.2% | +107.3% |
| 3Y | +380.0% | +5.9% | +374.1% | +327.8% |
| 5Y | +215.6% | -12.8% | +228.4% | +213.9% |
| All | +1,325.8% | +43.1% | +1,282.7% | +910.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 ABT 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