-97.7%
AMC vs CDW
+729.4%
-827.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -6.1% | -6.4% | -9.2% |
| 7D | 0.0% | -4.1% | +4.1% | +2.2% |
| 30D | +4.4% | +16.7% | -12.3% | -4.1% |
| 3M | +15.4% | +13.6% | +1.8% | +5.9% |
| 6M | +93.7% | +17.0% | +76.7% | +67.3% |
| YTD | +97.4% | +18.1% | +79.3% | +68.1% |
| 1Y | +23.2% | +10.5% | +12.7% | +9.1% |
| 3Y | -71.3% | -20.9% | -50.4% | -70.6% |
| 5Y | -99.3% | -9.3% | -89.9% | -99.3% |
| 10Y | -98.7% | +310.6% | -409.3% | -99.4% |
| All | -97.7% | +729.4% | -827.2% | -99.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling