+1,348.4%
CRWD vs AMBA
+56.1%
+1,292.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.4% | -1.7% |
| 7D | -2.3% | -6.4% | +4.1% | -0.5% |
| 30D | -2.1% | -26.8% | +24.8% | +7.5% |
| 3M | +27.5% | -7.6% | +35.1% | +26.2% |
| 6M | +95.8% | +21.2% | +74.6% | +71.9% |
| YTD | +79.2% | -10.4% | +89.6% | +71.1% |
| 1Y | +96.3% | -24.4% | +120.7% | +95.1% |
| 3Y | +399.8% | +6.0% | +393.8% | +305.1% |
| 5Y | +216.7% | -53.9% | +270.6% | +204.0% |
| All | +1,348.4% | +56.1% | +1,292.3% | +624.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 10y: compounded portfolio wealth divided by compounded AMBA 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…
10y analysis · Full analysis span regression · 6 months rolling