+399.8%
CRWD vs APD
+10.0%
+389.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.3% | -1.3% |
| 7D | -2.3% | -2.5% | +0.1% | -2.0% |
| 30D | -2.1% | -1.9% | -0.2% | -1.8% |
| 3M | +27.5% | +8.2% | +19.3% | +25.6% |
| 6M | +95.8% | +10.7% | +85.1% | +91.2% |
| YTD | +79.2% | +22.9% | +56.3% | +70.3% |
| 1Y | +96.3% | +5.8% | +90.5% | +93.8% |
| 3Y | +399.8% | +7.8% | +392.0% | +379.1% |
| All | +399.8% | +10.0% | +389.8% | +379.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling