+276.5%
CRWD vs AFRM
-20.4%
+296.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.8% | -0.2% |
| 7D | -2.4% | -7.0% | +4.5% | -0.8% |
| 30D | +1.5% | -7.8% | +9.3% | +3.3% |
| 3M | +18.5% | +5.3% | +13.2% | +16.4% |
| 6M | +109.1% | +42.6% | +66.4% | +88.7% |
| YTD | +81.8% | -2.8% | +84.6% | +79.7% |
| 1Y | +106.7% | -19.3% | +126.0% | +111.2% |
| 3Y | +428.7% | +231.0% | +197.7% | +233.0% |
| 5Y | +206.4% | -22.2% | +228.6% | +113.5% |
| All | +276.5% | -20.4% | +296.9% | +150.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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