+1,369.7%
CRWD vs AMT
+2.3%
+1,367.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.6% |
| 7D | -2.4% | -0.2% | -2.2% | -2.3% |
| 30D | +1.5% | +4.6% | -3.1% | +0.1% |
| 3M | +18.5% | -8.4% | +27.0% | +21.1% |
| 6M | +109.1% | -6.0% | +115.1% | +111.0% |
| YTD | +81.8% | +2.1% | +79.7% | +77.7% |
| 1Y | +106.7% | -6.4% | +113.0% | +107.1% |
| 3Y | +428.7% | +8.1% | +420.6% | +364.6% |
| 5Y | +206.4% | -31.9% | +238.3% | +237.4% |
| All | +1,369.7% | +2.3% | +1,367.3% | +1,253.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling