-98.1%
AMC vs CDW
+698.0%
-796.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.9% |
| 7D | +2.3% | +3.2% | -0.9% | +0.4% |
| 30D | -0.7% | +9.3% | -10.0% | -6.0% |
| 3M | +35.2% | +9.8% | +25.4% | +24.3% |
| 6M | +124.6% | +23.3% | +101.2% | +88.7% |
| YTD | +69.9% | +13.7% | +56.2% | +49.2% |
| 1Y | -2.6% | -6.5% | +3.9% | -4.8% |
| 3Y | -79.8% | -25.2% | -54.5% | -78.4% |
| 5Y | -99.4% | -19.5% | -79.9% | -99.4% |
| 10Y | -98.9% | +285.8% | -384.7% | -99.4% |
| All | -98.1% | +698.0% | -796.0% | -99.2% |
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