+1,348.4%
CRWD vs AVTR
-14.8%
+1,363.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -2.1% |
| 7D | -2.3% | +7.4% | -9.7% | -4.9% |
| 30D | -2.1% | +12.2% | -14.3% | -6.1% |
| 3M | +27.5% | +57.4% | -29.9% | +6.8% |
| 6M | +95.8% | +86.7% | +9.2% | +52.9% |
| YTD | +79.2% | +33.1% | +46.1% | +57.6% |
| 1Y | +96.3% | +16.1% | +80.1% | +76.6% |
| 3Y | +399.8% | -24.6% | +424.4% | +397.7% |
| 5Y | +216.7% | -63.5% | +280.2% | +345.0% |
| All | +1,348.4% | -14.8% | +1,363.2% | +1,472.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling