+256.7%
CRWD vs AME
+77.7%
+179.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.9% | -1.7% |
| 7D | +4.5% | +5.9% | -1.4% | +0.7% |
| 30D | -9.1% | -1.9% | -7.2% | -7.9% |
| 3M | +0.5% | -5.4% | +5.8% | +4.0% |
| 6M | +61.1% | +4.9% | +56.2% | +55.1% |
| YTD | +93.4% | +18.5% | +74.9% | +65.6% |
| 1Y | +71.1% | +25.5% | +45.6% | +39.7% |
| 3Y | +351.1% | +63.0% | +288.0% | +186.0% |
| All | +256.7% | +77.7% | +179.0% | +86.1% |
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