+6,406.4%
AMD vs CDW
+283.9%
+6,122.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.0% | +5.7% | +5.3% |
| 7D | +2.6% | +3.2% | -0.6% | +0.5% |
| 30D | -0.9% | +9.3% | -10.2% | -6.9% |
| 3M | -8.7% | +9.8% | -18.5% | -15.7% |
| 6M | +136.3% | +23.3% | +113.0% | +87.7% |
| YTD | +123.0% | +13.7% | +109.3% | +83.1% |
| 1Y | +195.2% | -6.5% | +201.7% | +180.3% |
| 3Y | +336.3% | -25.2% | +361.6% | +391.3% |
| 5Y | +334.5% | -19.5% | +354.0% | +362.3% |
| All | +6,406.4% | +283.9% | +6,122.5% | +1,618.0% |
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