+1,325.8%
CRWD vs AWK
+37.0%
+1,288.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.8% |
| 7D | -3.0% | -2.1% | -0.8% | -2.7% |
| 30D | -6.8% | +2.1% | -8.8% | -7.0% |
| 3M | +19.6% | +11.4% | +8.2% | +17.9% |
| 6M | +87.1% | +3.9% | +83.2% | +85.8% |
| YTD | +76.4% | +7.7% | +68.7% | +74.1% |
| 1Y | +90.8% | +1.3% | +89.5% | +89.8% |
| 3Y | +380.0% | +7.2% | +372.8% | +360.3% |
| 5Y | +215.6% | -17.0% | +232.6% | +220.9% |
| All | +1,325.8% | +37.0% | +1,288.7% | +1,198.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 10y: compounded portfolio wealth divided by compounded AWK 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…
10y analysis · Full analysis span regression · 6 months rolling