+90.8%
CRWD vs AU
+72.0%
+18.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.0% |
| 7D | -3.0% | -4.3% | +1.3% | -2.7% |
| 30D | -6.8% | +7.3% | -14.1% | -7.2% |
| 3M | +19.6% | +26.3% | -6.7% | +17.5% |
| 6M | +87.1% | +1.8% | +85.3% | +84.2% |
| YTD | +76.4% | +26.8% | +49.6% | +67.1% |
| 1Y | +90.8% | +66.7% | +24.1% | +69.1% |
| All | +90.8% | +72.0% | +18.8% | +69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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