+431.3%
AME vs CDW
+329.6%
+101.7%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -1.1% |
| 7D | -4.1% | +13.1% | -17.2% | -9.0% |
| 30D | -4.1% | +19.1% | -23.3% | -11.1% |
| 3M | -5.6% | +24.7% | -30.4% | -14.9% |
| 6M | +2.8% | +63.4% | -60.5% | -19.3% |
| YTD | +16.6% | +26.3% | -9.7% | -0.4% |
| 1Y | +21.1% | +20.6% | +0.5% | +5.7% |
| 3Y | +61.1% | -16.3% | +77.4% | +61.5% |
| 5Y | +76.6% | -3.9% | +80.5% | +60.4% |
| 10Y | +431.3% | +331.5% | +99.8% | +160.8% |
| All | +431.3% | +329.6% | +101.7% | +160.8% |
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