+1,369.7%
CRWD vs AMBA
+54.7%
+1,315.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | -2.4% | -11.0% | +8.5% | +1.0% |
| 30D | +1.5% | -23.2% | +24.7% | +9.8% |
| 3M | +18.5% | -12.7% | +31.3% | +19.2% |
| 6M | +109.1% | +11.2% | +97.9% | +88.7% |
| YTD | +81.8% | -11.2% | +93.1% | +74.2% |
| 1Y | +106.7% | -22.5% | +129.2% | +103.7% |
| 3Y | +428.7% | -1.3% | +430.0% | +339.4% |
| 5Y | +206.4% | -54.2% | +260.5% | +194.6% |
| All | +1,369.7% | +54.7% | +1,315.0% | +636.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling