+384.9%
CRWD vs ABT
+9.1%
+375.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.2% |
| 7D | -2.8% | -5.0% | +2.1% | -3.6% |
| 30D | -5.9% | -5.8% | -0.1% | -6.7% |
| 3M | +29.0% | +16.7% | +12.2% | +30.7% |
| 6M | +91.5% | -5.2% | +96.7% | +91.3% |
| YTD | +78.2% | -16.0% | +94.2% | +76.8% |
| 1Y | +96.6% | -18.3% | +114.9% | +95.1% |
| All | +384.9% | +9.1% | +375.8% | +395.6% |
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 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