+5,710.3%
AMD vs CDW
+306.8%
+5,403.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -6.1% | -11.1% | -13.6% |
| 7D | -28.6% | -4.1% | -24.5% | -26.5% |
| 30D | -37.7% | +16.7% | -54.5% | -43.4% |
| 3M | -16.1% | +13.6% | -29.7% | -23.8% |
| 6M | +13.8% | +17.0% | -3.2% | -6.0% |
| YTD | +88.8% | +18.1% | +70.7% | +50.0% |
| 1Y | +57.8% | +10.5% | +47.3% | +32.5% |
| 3Y | +260.3% | -20.9% | +281.2% | +286.6% |
| 5Y | +196.6% | -9.3% | +205.9% | +189.3% |
| All | +5,710.3% | +306.8% | +5,403.6% | +1,606.8% |
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