+161.7%
CRWD vs AMDL
+117.8%
+43.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +11.7% | -13.1% | -2.8% |
| 7D | -2.3% | +19.9% | -22.3% | -4.6% |
| 30D | -2.1% | +6.3% | -8.3% | -3.3% |
| 3M | +27.5% | -9.9% | +37.4% | +25.1% |
| 6M | +95.8% | +394.3% | -298.5% | +46.9% |
| YTD | +79.2% | +257.3% | -178.1% | +37.1% |
| 1Y | +96.3% | +508.5% | -412.3% | +31.3% |
| All | +161.7% | +117.8% | +43.9% | +69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 5y: compounded portfolio wealth divided by compounded AMDL 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…
5y analysis · Full analysis span regression · 6 months rolling