+217.3%
CRWD vs APD
+25.1%
+192.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.2% | -0.8% |
| 7D | +2.2% | -4.6% | +6.7% | +3.7% |
| 30D | -7.7% | -4.2% | -3.5% | -6.5% |
| 3M | +28.9% | +5.0% | +23.9% | +26.3% |
| 6M | +91.5% | +8.9% | +82.5% | +84.1% |
| YTD | +77.3% | +21.9% | +55.4% | +62.5% |
| 1Y | +96.3% | +5.6% | +90.7% | +89.9% |
| 3Y | +394.5% | +6.9% | +387.6% | +366.8% |
| All | +217.3% | +25.1% | +192.2% | +141.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling