-80.6%
AMC vs CDW
-25.3%
-55.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.6% |
| 7D | +2.3% | +3.2% | -0.9% | +1.3% |
| 30D | -0.7% | +9.3% | -10.0% | -3.6% |
| 3M | +35.2% | +9.8% | +25.4% | +29.8% |
| 6M | +124.6% | +23.3% | +101.2% | +102.9% |
| YTD | +69.9% | +13.7% | +56.2% | +57.6% |
| 1Y | -2.6% | -6.5% | +3.9% | -4.0% |
| All | -80.6% | -25.3% | -55.2% | -83.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling