+228.9%
CRWD vs AEM
+298.9%
-70.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +0.9% |
| 7D | -2.8% | -5.0% | +2.2% | -2.1% |
| 30D | -5.9% | +8.5% | -14.3% | -7.3% |
| 3M | +29.0% | +29.3% | -0.3% | +23.3% |
| 6M | +91.5% | -12.9% | +104.4% | +93.8% |
| YTD | +78.2% | +16.8% | +61.5% | +69.9% |
| 1Y | +96.6% | +29.8% | +66.8% | +83.1% |
| 3Y | +397.0% | +336.7% | +60.3% | +267.9% |
| All | +228.9% | +298.9% | -70.0% | +144.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 5y: compounded portfolio wealth divided by compounded AEM 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…
5y analysis · Full analysis span regression · 6 months rolling