+218.9%
CRWD vs ATI
+1,021.8%
-802.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.7% | +4.2% | +1.5% |
| 7D | -2.8% | -2.7% | -0.1% | -2.2% |
| 30D | -5.9% | -13.5% | +7.6% | -2.3% |
| 3M | +29.0% | +8.5% | +20.5% | +25.9% |
| 6M | +91.5% | +25.2% | +66.3% | +78.6% |
| YTD | +78.2% | +73.4% | +4.8% | +50.8% |
| 1Y | +96.6% | +160.5% | -63.9% | +47.7% |
| 3Y | +397.0% | +347.3% | +49.7% | +212.8% |
| 5Y | +218.9% | +1,049.0% | -830.1% | +73.9% |
| All | +218.9% | +1,021.8% | -802.9% | +73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling