+1,348.4%
CRWD vs AME
+189.6%
+1,158.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.5% | -1.5% |
| 7D | -2.3% | +2.8% | -5.1% | -3.8% |
| 30D | -2.1% | -6.3% | +4.2% | +1.4% |
| 3M | +27.5% | +5.4% | +22.1% | +23.8% |
| 6M | +95.8% | +7.4% | +88.4% | +86.2% |
| YTD | +79.2% | +16.2% | +63.1% | +61.9% |
| 1Y | +96.3% | +26.8% | +69.4% | +67.9% |
| 3Y | +399.8% | +57.5% | +342.3% | +276.3% |
| 5Y | +216.7% | +84.8% | +131.9% | +117.3% |
| All | +1,348.4% | +189.6% | +1,158.8% | +678.1% |
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 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