+218.9%
CRWD vs AVTR
-64.7%
+283.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -2.8% | -2.0% | -0.8% | -2.3% |
| 30D | -5.9% | +8.1% | -13.9% | -8.1% |
| 3M | +29.0% | +54.2% | -25.2% | +12.2% |
| 6M | +91.5% | +82.6% | +8.9% | +57.2% |
| YTD | +78.2% | +29.8% | +48.4% | +61.6% |
| 1Y | +96.6% | +18.0% | +78.6% | +79.2% |
| 3Y | +397.0% | -26.4% | +423.5% | +398.7% |
| 5Y | +218.9% | -64.8% | +283.7% | +424.9% |
| All | +218.9% | -64.7% | +283.6% | +424.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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