+1,369.7%
CRWD vs ATI
+780.6%
+589.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.0% | -3.9% | -1.3% |
| 7D | -2.4% | -0.1% | -2.4% | -2.4% |
| 30D | +1.5% | +2.7% | -1.2% | +1.1% |
| 3M | +18.5% | +16.3% | +2.2% | +15.9% |
| 6M | +109.1% | +30.2% | +78.9% | +100.3% |
| YTD | +81.8% | +83.6% | -1.7% | +65.4% |
| 1Y | +106.7% | +173.0% | -66.3% | +77.3% |
| 3Y | +428.7% | +356.6% | +72.0% | +320.0% |
| 5Y | +206.4% | +1,074.2% | -867.8% | +127.3% |
| All | +1,369.7% | +780.6% | +589.0% | +1,352.9% |
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 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