+1,395.9%
CRWD vs AMBA
+44.0%
+1,351.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.1% | -6.3% | -2.0% |
| 7D | -13.4% | -7.2% | -6.1% | -11.3% |
| 30D | -18.3% | -10.4% | -7.9% | -15.3% |
| 3M | +4.6% | -30.1% | +34.7% | +15.9% |
| 6M | +85.4% | -22.4% | +107.8% | +88.5% |
| YTD | +85.1% | -17.3% | +102.4% | +80.3% |
| 1Y | +62.9% | -35.4% | +98.3% | +70.9% |
| 3Y | +364.5% | +18.6% | +345.9% | +258.5% |
| 5Y | +217.3% | -69.8% | +287.1% | +249.3% |
| All | +1,395.9% | +44.0% | +1,351.9% | +662.8% |
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