+1,457.0%
CRWD vs AMT
+12.0%
+1,445.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -2.0% | -1.4% |
| 7D | -7.7% | +1.6% | -9.4% | -8.2% |
| 30D | -17.9% | +4.5% | -22.4% | -19.1% |
| 3M | +0.3% | +13.8% | -13.5% | -3.7% |
| 6M | +71.1% | +10.0% | +61.1% | +64.7% |
| YTD | +92.6% | +11.8% | +80.9% | +82.9% |
| 1Y | +62.0% | +10.2% | +51.7% | +54.4% |
| 3Y | +360.0% | +15.1% | +344.9% | +300.1% |
| 5Y | +220.7% | -18.8% | +239.6% | +229.4% |
| All | +1,457.0% | +12.0% | +1,445.0% | +1,292.9% |
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