+1,462.8%
CRWD vs APD
+72.8%
+1,390.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | +4.5% | +3.8% | +0.6% | +3.0% |
| 30D | -9.1% | +8.2% | -17.3% | -11.8% |
| 3M | +0.5% | +4.3% | -3.8% | -1.3% |
| 6M | +61.1% | +4.7% | +56.4% | +57.3% |
| YTD | +93.4% | +31.5% | +61.8% | +70.6% |
| 1Y | +71.1% | +23.5% | +47.6% | +54.2% |
| 3Y | +351.1% | +29.1% | +321.9% | +288.5% |
| 5Y | +218.8% | +15.9% | +202.9% | +178.1% |
| All | +1,462.8% | +72.8% | +1,390.0% | +1,027.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 10y: compounded portfolio wealth divided by compounded APD 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…
10y analysis · Full analysis span regression · 6 months rolling