+80.6%
CRWD vs ATI
+86.4%
-5.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.5% |
| 7D | -9.6% | +8.3% | -18.0% | -9.8% |
| 30D | -11.6% | -7.3% | -4.4% | -11.2% |
| 3M | +14.1% | -10.5% | +24.6% | +15.3% |
| 6M | +105.4% | +16.4% | +89.1% | +108.9% |
| YTD | +105.6% | +56.1% | +49.6% | +93.3% |
| 1Y | +80.6% | +86.5% | -6.0% | +59.4% |
| All | +80.6% | +86.4% | -5.9% | +59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 1y: compounded portfolio wealth divided by compounded ATI 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…
1y analysis · Full analysis span regression · 6 months rolling