+216.7%
CRWD vs AMT
-31.2%
+247.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.4% | -1.4% |
| 7D | -2.3% | -0.2% | -2.2% | -2.3% |
| 30D | -2.1% | +1.8% | -3.9% | -2.4% |
| 3M | +27.5% | -6.2% | +33.7% | +28.6% |
| 6M | +95.8% | -5.0% | +100.8% | +96.7% |
| YTD | +79.2% | +2.1% | +77.2% | +76.7% |
| 1Y | +96.3% | -5.7% | +102.0% | +96.5% |
| 3Y | +399.8% | +7.9% | +391.9% | +338.8% |
| 5Y | +216.7% | -32.3% | +249.1% | +267.2% |
| All | +216.7% | -31.2% | +247.9% | +267.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling