+1,340.4%
CRWD vs AFL
+150.2%
+1,190.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -2.8% | -3.3% | +0.4% | -2.1% |
| 30D | -5.9% | -5.0% | -0.9% | -4.8% |
| 3M | +29.0% | -1.8% | +30.7% | +29.2% |
| 6M | +91.5% | +4.8% | +86.6% | +88.9% |
| YTD | +78.2% | +5.4% | +72.8% | +75.2% |
| 1Y | +96.6% | +9.0% | +87.7% | +91.3% |
| 3Y | +397.0% | +63.0% | +334.0% | +337.6% |
| 5Y | +218.9% | +134.5% | +84.4% | +156.4% |
| All | +1,340.4% | +150.2% | +1,190.2% | +1,123.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling