-98.7%
AMC vs CDW
+303.2%
-401.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.4% |
| 7D | +2.6% | +2.1% | +0.5% | +1.6% |
| 30D | +9.0% | +14.7% | -5.7% | +0.7% |
| 3M | +22.2% | +11.1% | +11.1% | +13.1% |
| 6M | +91.5% | +45.6% | +45.9% | +47.4% |
| YTD | +101.3% | +17.1% | +84.2% | +70.4% |
| 1Y | +20.8% | +13.2% | +7.6% | +4.6% |
| 3Y | -71.3% | -22.2% | -49.1% | -70.4% |
| 5Y | -99.2% | -10.1% | -89.1% | -99.3% |
| All | -98.7% | +303.2% | -401.9% | -99.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling