+216.7%
CRWD vs APH
+351.1%
-134.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.7% |
| 7D | -2.3% | +0.2% | -2.6% | -2.4% |
| 30D | -2.1% | -3.3% | +1.3% | -0.4% |
| 3M | +27.5% | +14.0% | +13.5% | +15.6% |
| 6M | +95.8% | +24.4% | +71.4% | +62.5% |
| YTD | +79.2% | +21.4% | +57.8% | +44.2% |
| 1Y | +96.3% | +48.9% | +47.3% | +30.9% |
| 3Y | +399.8% | +290.1% | +109.7% | +28.7% |
| 5Y | +216.7% | +352.8% | -136.1% | -32.2% |
| All | +216.7% | +351.1% | -134.3% | -32.2% |
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