+1,325.8%
CRWD vs AME
+194.7%
+1,131.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.3% | -4.3% | -2.7% |
| 7D | -3.0% | +1.7% | -4.7% | -3.9% |
| 30D | -6.8% | -6.4% | -0.3% | -3.4% |
| 3M | +19.6% | +7.1% | +12.5% | +15.1% |
| 6M | +87.1% | +8.2% | +78.9% | +77.2% |
| YTD | +76.4% | +18.2% | +58.2% | +57.8% |
| 1Y | +90.8% | +26.7% | +64.1% | +63.4% |
| 3Y | +380.0% | +60.7% | +319.3% | +257.3% |
| 5Y | +215.6% | +91.6% | +124.1% | +112.8% |
| All | +1,325.8% | +194.7% | +1,131.1% | +658.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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