+1,325.8%
CRWD vs APD
+58.1%
+1,267.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.3% | -0.7% |
| 7D | -3.0% | -3.3% | +0.3% | -1.7% |
| 30D | -6.8% | -4.2% | -2.6% | -5.3% |
| 3M | +19.6% | +5.4% | +14.1% | +16.7% |
| 6M | +87.1% | +6.3% | +80.8% | +80.8% |
| YTD | +76.4% | +20.3% | +56.1% | +61.2% |
| 1Y | +90.8% | +1.6% | +89.2% | +86.2% |
| 3Y | +380.0% | +4.0% | +376.0% | +351.8% |
| 5Y | +215.6% | +23.3% | +192.3% | +166.0% |
| All | +1,325.8% | +58.1% | +1,267.7% | +965.1% |
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