+380.0%
CRWD vs AWK
+7.8%
+372.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -1.5% |
| 7D | -3.0% | -2.1% | -0.8% | -3.7% |
| 30D | -6.8% | +2.1% | -8.8% | -6.0% |
| 3M | +19.6% | +11.4% | +8.2% | +24.4% |
| 6M | +87.1% | +3.9% | +83.2% | +91.0% |
| YTD | +76.4% | +7.7% | +68.7% | +82.7% |
| 1Y | +90.8% | +1.3% | +89.5% | +94.8% |
| 3Y | +380.0% | +7.2% | +372.8% | +405.3% |
| All | +380.0% | +7.8% | +372.2% | +405.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling