+1,325.8%
CRWD vs AJG
+199.4%
+1,126.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.5% |
| 7D | -3.0% | -8.3% | +5.3% | +0.5% |
| 30D | -6.8% | -5.7% | -1.1% | -5.0% |
| 3M | +19.6% | +9.1% | +10.5% | +12.9% |
| 6M | +87.1% | +15.2% | +71.9% | +71.5% |
| YTD | +76.4% | -6.3% | +82.7% | +77.1% |
| 1Y | +90.8% | -19.1% | +109.9% | +105.0% |
| 3Y | +380.0% | +8.2% | +371.8% | +322.3% |
| 5Y | +215.6% | +75.6% | +140.0% | +107.9% |
| All | +1,325.8% | +199.4% | +1,126.4% | +627.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling