+1,369.7%
CRWD vs APH
+642.8%
+726.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.7% | -1.4% |
| 7D | -2.4% | +5.0% | -7.4% | -5.3% |
| 30D | +1.5% | -3.9% | +5.4% | +3.6% |
| 3M | +18.5% | +13.0% | +5.6% | +8.3% |
| 6M | +109.1% | +25.2% | +83.9% | +73.9% |
| YTD | +81.8% | +22.9% | +58.9% | +47.4% |
| 1Y | +106.7% | +47.8% | +58.8% | +44.6% |
| 3Y | +428.7% | +283.0% | +145.7% | +76.3% |
| 5Y | +206.4% | +349.7% | -143.3% | -8.9% |
| All | +1,369.7% | +642.8% | +726.9% | +198.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling