-98.7%
AMC vs CDW
+338.4%
-437.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -2.4% |
| 7D | -2.8% | +2.6% | -5.4% | -3.9% |
| 30D | +14.0% | +20.4% | -6.4% | +2.6% |
| 3M | +42.5% | +28.5% | +14.0% | +21.8% |
| 6M | +142.6% | +70.6% | +71.9% | +70.7% |
| YTD | +119.2% | +29.1% | +90.1% | +75.9% |
| 1Y | +40.7% | +23.8% | +17.0% | +16.1% |
| 3Y | -57.3% | -14.5% | -42.8% | -58.1% |
| 5Y | -99.1% | -1.6% | -97.6% | -99.2% |
| 10Y | -98.7% | +322.0% | -420.7% | -99.3% |
| All | -98.7% | +338.4% | -437.1% | -99.3% |
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