+80.6%
CRWD vs AJG
+19.3%
+61.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.5% | -7.0% | -1.0% |
| 7D | -9.6% | +10.7% | -20.4% | -8.9% |
| 30D | -11.6% | +26.9% | -38.5% | -10.7% |
| 3M | +14.1% | +16.6% | -2.5% | +14.7% |
| 6M | +105.4% | +40.1% | +65.3% | +99.6% |
| YTD | +105.6% | +12.4% | +93.2% | +94.3% |
| 1Y | +80.6% | +15.9% | +64.6% | +71.6% |
| All | +80.6% | +19.3% | +61.2% | +71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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