+80.6%
CRWD vs AFL
+18.6%
+62.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.2% |
| 7D | -9.6% | +2.9% | -12.5% | -8.7% |
| 30D | -11.6% | +11.5% | -23.1% | -9.0% |
| 3M | +14.1% | +0.6% | +13.5% | +14.1% |
| 6M | +105.4% | +11.7% | +93.7% | +111.1% |
| YTD | +105.6% | +15.4% | +90.2% | +111.0% |
| 1Y | +80.6% | +17.6% | +63.0% | +87.0% |
| All | +80.6% | +18.6% | +62.0% | +87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 1y: compounded portfolio wealth divided by compounded AFL 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…
1y analysis · Full analysis span regression · 6 months rolling