+384.9%
CRWD vs AMT
+6.3%
+378.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.2% |
| 7D | -2.8% | -2.7% | -0.2% | -3.4% |
| 30D | -5.9% | +2.0% | -7.9% | -5.5% |
| 3M | +29.0% | -9.3% | +38.3% | +27.1% |
| 6M | +91.5% | -5.2% | +96.7% | +90.3% |
| YTD | +78.2% | +0.5% | +77.8% | +79.2% |
| 1Y | +96.6% | -7.3% | +103.9% | +95.3% |
| All | +384.9% | +6.3% | +378.6% | +373.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 3y: compounded portfolio wealth divided by compounded AMT 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…
3y analysis · Full analysis span regression · 6 months rolling