-2.6%
AMC vs CDW
-5.0%
+2.4%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.6% |
| 7D | +2.3% | +3.2% | -0.9% | +1.5% |
| 30D | -0.7% | +9.3% | -10.0% | -3.1% |
| 3M | +35.2% | +9.8% | +25.4% | +31.3% |
| 6M | +124.6% | +23.3% | +101.2% | +101.7% |
| YTD | +69.9% | +13.7% | +56.2% | +55.5% |
| 1Y | -2.6% | -6.5% | +3.9% | -8.6% |
| All | -2.6% | -5.0% | +2.4% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 1y: compounded portfolio wealth divided by compounded CDW 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…
1y analysis · Full analysis span regression · 6 months rolling