+63.0%
AME vs CDW
-15.0%
+78.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | +5.9% | +9.3% | -3.5% | +4.6% |
| 30D | -1.9% | +14.4% | -16.3% | -3.8% |
| 3M | -5.4% | +21.4% | -26.8% | -8.3% |
| 6M | +4.9% | +72.8% | -67.9% | -5.9% |
| YTD | +18.5% | +28.0% | -9.6% | +11.8% |
| 1Y | +25.5% | +19.3% | +6.1% | +20.9% |
| 3Y | +63.0% | -15.3% | +78.3% | +63.5% |
| All | +63.0% | -15.0% | +78.0% | +63.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling