+1,333.1%
CRWD vs ABT
+47.7%
+1,285.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | +2.2% | -4.7% | +6.9% | +3.9% |
| 30D | -7.7% | -3.1% | -4.6% | -7.0% |
| 3M | +28.9% | +16.1% | +12.7% | +20.0% |
| 6M | +91.5% | -5.3% | +96.8% | +93.8% |
| YTD | +77.3% | -14.4% | +91.8% | +86.6% |
| 1Y | +96.3% | -18.4% | +114.7% | +110.2% |
| 3Y | +394.5% | +11.2% | +383.3% | +331.2% |
| 5Y | +213.5% | -9.4% | +222.8% | +207.2% |
| All | +1,333.1% | +47.7% | +1,285.4% | +904.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling