+1,333.1%
CRWD vs APH
+629.8%
+703.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -0.7% |
| 7D | +2.2% | +1.6% | +0.5% | +1.2% |
| 30D | -7.7% | -3.0% | -4.7% | -6.3% |
| 3M | +28.9% | +5.7% | +23.1% | +23.1% |
| 6M | +91.5% | +20.0% | +71.5% | +63.8% |
| YTD | +77.3% | +20.8% | +56.5% | +45.2% |
| 1Y | +96.3% | +40.2% | +56.0% | +42.9% |
| 3Y | +394.5% | +288.1% | +106.4% | +62.9% |
| 5Y | +213.5% | +352.5% | -139.1% | -7.1% |
| All | +1,333.1% | +629.8% | +703.3% | +193.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 APH 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