+106.7%
CRWD vs AFL
+11.7%
+95.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -1.2% |
| 7D | -2.4% | +0.6% | -3.0% | -2.2% |
| 30D | +1.5% | -6.2% | +7.7% | -0.9% |
| 3M | +18.5% | +2.2% | +16.4% | +19.5% |
| 6M | +109.1% | +5.3% | +103.8% | +110.3% |
| YTD | +81.8% | +8.0% | +73.9% | +86.5% |
| 1Y | +106.7% | +10.2% | +96.4% | +118.8% |
| All | +106.7% | +11.7% | +95.0% | +118.8% |
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