+424.3%
AME vs CDW
+263.0%
+161.3%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.2% | +5.2% | +2.1% |
| 7D | +2.8% | -3.9% | +6.7% | +4.3% |
| 30D | -6.3% | +6.9% | -13.2% | -9.3% |
| 3M | +5.4% | +7.7% | -2.3% | +0.5% |
| 6M | +7.4% | +18.3% | -10.9% | -4.9% |
| YTD | +16.2% | +7.8% | +8.4% | +6.8% |
| 1Y | +26.8% | -12.2% | +39.0% | +27.7% |
| 3Y | +57.5% | -28.9% | +86.5% | +70.1% |
| 5Y | +84.8% | -22.8% | +107.6% | +86.2% |
| 10Y | +424.3% | +266.1% | +158.2% | +168.0% |
| All | +424.3% | +263.0% | +161.3% | +168.0% |
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