+441.6%
AME vs CDW
+338.4%
+103.2%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | -0.3% |
| 7D | +1.1% | +2.6% | -1.5% | +0.1% |
| 30D | -4.1% | +20.4% | -24.5% | -11.5% |
| 3M | -6.3% | +28.5% | -34.8% | -16.6% |
| 6M | +3.5% | +70.6% | -67.1% | -20.3% |
| YTD | +17.3% | +29.1% | -11.8% | -0.7% |
| 1Y | +22.0% | +23.8% | -1.8% | +5.3% |
| 3Y | +62.0% | -14.5% | +76.5% | +61.1% |
| 5Y | +78.5% | -1.6% | +80.1% | +60.4% |
| 10Y | +441.6% | +322.0% | +119.6% | +154.6% |
| All | +441.6% | +338.4% | +103.2% | +154.6% |
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