+1,369.7%
CRWD vs APD
+63.4%
+1,306.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.5% |
| 7D | -2.4% | -2.2% | -0.2% | -1.6% |
| 30D | +1.5% | +2.1% | -0.6% | +0.7% |
| 3M | +18.5% | +7.2% | +11.4% | +14.9% |
| 6M | +109.1% | +11.2% | +97.8% | +98.5% |
| YTD | +81.8% | +24.4% | +57.5% | +64.0% |
| 1Y | +106.7% | +6.7% | +100.0% | +97.8% |
| 3Y | +428.7% | +9.2% | +419.4% | +387.2% |
| 5Y | +206.4% | +27.4% | +179.0% | +155.0% |
| All | +1,369.7% | +63.4% | +1,306.2% | +984.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling