+1,325.8%
CRWD vs AMP
+317.8%
+1,008.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.8% | -1.3% |
| 7D | -3.0% | -0.5% | -2.5% | -2.8% |
| 30D | -6.8% | -1.3% | -5.5% | -6.3% |
| 3M | +19.6% | +24.2% | -4.6% | +8.7% |
| 6M | +87.1% | +24.6% | +62.5% | +69.4% |
| YTD | +76.4% | +14.8% | +61.6% | +64.7% |
| 1Y | +90.8% | +12.8% | +78.0% | +79.2% |
| 3Y | +380.0% | +69.0% | +311.0% | +281.8% |
| 5Y | +215.6% | +124.9% | +90.8% | +126.1% |
| All | +1,325.8% | +317.8% | +1,008.0% | +660.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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