+382.4%
CRWD vs AME
+55.9%
+326.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.4% | -0.7% |
| 7D | +2.2% | +1.3% | +0.8% | +1.5% |
| 30D | -7.7% | -6.6% | -1.1% | -4.5% |
| 3M | +28.9% | +3.0% | +25.9% | +27.0% |
| 6M | +91.5% | +5.3% | +86.2% | +84.1% |
| YTD | +77.3% | +15.4% | +61.9% | +59.0% |
| 1Y | +96.3% | +26.8% | +69.4% | +64.2% |
| All | +382.4% | +55.9% | +326.5% | +233.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling