+6,351.7%
AMD vs CDW
+303.2%
+6,048.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.9% | +11.9% | +11.6% |
| 7D | -11.0% | +2.1% | -13.1% | -12.1% |
| 30D | -30.5% | +14.7% | -45.2% | -36.2% |
| 3M | -8.2% | +11.1% | -19.3% | -15.5% |
| 6M | +6.6% | +45.6% | -39.0% | -20.7% |
| YTD | +109.7% | +17.1% | +92.6% | +67.4% |
| 1Y | +88.9% | +13.2% | +75.7% | +55.1% |
| 3Y | +301.8% | -22.2% | +324.0% | +335.8% |
| 5Y | +229.4% | -10.1% | +239.5% | +222.7% |
| All | +6,351.7% | +303.2% | +6,048.5% | +1,804.2% |
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 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