+70.8%
CRWD vs AMRZ
-17.3%
+88.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.3% | +2.8% | -1.1% |
| 7D | -2.3% | -2.0% | -0.3% | -2.2% |
| 30D | -2.1% | -9.8% | +7.8% | -1.3% |
| 3M | +27.5% | -17.2% | +44.7% | +28.8% |
| 6M | +95.8% | -26.9% | +122.8% | +99.0% |
| YTD | +79.2% | -21.5% | +100.7% | +79.4% |
| 1Y | +96.3% | -22.9% | +119.1% | +93.7% |
| All | +70.8% | -17.3% | +88.1% | +64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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