+1,348.4%
CRWD vs AWK
+39.7%
+1,308.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -2.3% | +2.2% | -4.5% | -2.6% |
| 30D | -2.1% | +4.4% | -6.5% | -2.6% |
| 3M | +27.5% | +15.4% | +12.2% | +25.2% |
| 6M | +95.8% | +3.5% | +92.3% | +94.7% |
| YTD | +79.2% | +9.8% | +69.4% | +76.5% |
| 1Y | +96.3% | +3.0% | +93.3% | +94.8% |
| 3Y | +399.8% | +9.7% | +390.1% | +377.7% |
| 5Y | +216.7% | -17.2% | +233.9% | +223.0% |
| All | +1,348.4% | +39.7% | +1,308.7% | +1,216.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling