-98.8%
AMC vs CDW
+315.4%
-414.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.2% | -2.2% |
| 7D | +8.4% | +9.1% | -0.6% | +3.3% |
| 30D | +9.2% | +13.7% | -4.5% | +1.5% |
| 3M | +32.0% | +27.0% | +5.0% | +13.5% |
| 6M | +149.3% | +75.9% | +73.4% | +72.0% |
| YTD | +114.1% | +28.9% | +85.2% | +71.8% |
| 1Y | +35.8% | +19.6% | +16.2% | +14.4% |
| 3Y | -58.3% | -14.6% | -43.7% | -59.1% |
| 5Y | -99.2% | -3.2% | -96.0% | -99.3% |
| All | -98.8% | +315.4% | -414.2% | -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