+218.9%
CRWD vs AME
+82.6%
+136.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +1.1% |
| 7D | -2.8% | 0.0% | -2.9% | -2.9% |
| 30D | -5.9% | -8.6% | +2.7% | -0.1% |
| 3M | +29.0% | +5.8% | +23.2% | +24.1% |
| 6M | +91.5% | +3.8% | +87.6% | +83.6% |
| YTD | +78.2% | +14.4% | +63.8% | +57.0% |
| 1Y | +96.6% | +25.8% | +70.9% | +59.8% |
| 3Y | +397.0% | +55.2% | +341.8% | +230.8% |
| 5Y | +218.9% | +85.5% | +133.3% | +68.1% |
| All | +218.9% | +82.6% | +136.3% | +68.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling