+211.9%
CRWD vs APH
+313.0%
-101.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +8.2% | -2.8% | +0.6% |
| 7D | -5.5% | +1.1% | -6.6% | -6.3% |
| 30D | -16.9% | -7.5% | -9.4% | -13.3% |
| 3M | +6.6% | -4.4% | +11.0% | +7.9% |
| 6M | +73.2% | +26.5% | +46.8% | +43.9% |
| YTD | +95.1% | +20.0% | +75.0% | +56.0% |
| 1Y | +69.4% | +16.9% | +52.5% | +37.7% |
| 3Y | +379.3% | +288.5% | +90.8% | +19.8% |
| 5Y | +211.9% | +310.3% | -98.4% | -32.0% |
| All | +211.9% | +313.0% | -101.1% | -32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling