+68.6%
AMCR vs CDW
+903.1%
-834.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | 0.0% |
| 7D | -1.9% | +3.2% | -5.0% | -2.6% |
| 30D | -4.1% | +9.3% | -13.4% | -6.3% |
| 3M | +21.7% | +9.8% | +11.9% | +18.1% |
| 6M | +1.5% | +23.3% | -21.9% | -6.0% |
| YTD | +13.1% | +13.7% | -0.5% | +6.8% |
| 1Y | +16.5% | -6.5% | +23.0% | +15.5% |
| 3Y | +10.3% | -25.2% | +35.5% | +13.6% |
| 5Y | -7.7% | -19.5% | +11.8% | -8.6% |
| 10Y | +24.6% | +285.8% | -261.2% | +3.9% |
| All | +68.6% | +903.1% | -834.5% | +38.2% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling