+351.1%
CRWD vs ABT
+20.8%
+330.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.2% |
| 7D | +4.5% | -1.3% | +5.8% | +4.3% |
| 30D | -9.1% | +6.0% | -15.1% | -8.0% |
| 3M | +0.5% | -1.9% | +2.3% | +0.4% |
| 6M | +61.1% | +31.2% | +29.9% | +66.4% |
| YTD | +93.4% | -11.2% | +104.6% | +93.5% |
| 1Y | +71.1% | -14.0% | +85.1% | +71.0% |
| 3Y | +351.1% | +20.7% | +330.4% | +331.1% |
| All | +351.1% | +20.8% | +330.2% | +331.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling