+1,462.8%
CRWD vs AME
+195.4%
+1,267.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.9% | -1.7% |
| 7D | +4.5% | +5.9% | -1.4% | +1.4% |
| 30D | -9.1% | -1.9% | -7.2% | -8.1% |
| 3M | +0.5% | -5.4% | +5.8% | +3.4% |
| 6M | +61.1% | +4.9% | +56.2% | +56.5% |
| YTD | +93.4% | +18.5% | +74.9% | +72.5% |
| 1Y | +71.1% | +25.5% | +45.6% | +47.5% |
| 3Y | +351.1% | +63.0% | +288.0% | +232.8% |
| 5Y | +218.8% | +78.3% | +140.5% | +121.4% |
| All | +1,462.8% | +195.4% | +1,267.5% | +729.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling