+1,462.8%
CRWD vs ATI
+665.4%
+797.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.7% | +2.3% | -0.9% |
| 7D | +4.5% | +4.2% | +0.3% | +3.9% |
| 30D | -9.1% | -2.5% | -6.6% | -8.9% |
| 3M | +0.5% | -19.4% | +19.9% | +3.2% |
| 6M | +61.1% | +11.1% | +50.0% | +58.1% |
| YTD | +93.4% | +59.5% | +33.8% | +78.8% |
| 1Y | +71.1% | +85.8% | -14.7% | +54.7% |
| 3Y | +351.1% | +311.9% | +39.2% | +263.3% |
| 5Y | +218.8% | +963.2% | -744.4% | +140.2% |
| All | +1,462.8% | +665.4% | +797.4% | +1,470.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling