+54.3%
AME vs CDW
-25.3%
+79.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.7% |
| 7D | +0.6% | +3.2% | -2.6% | +0.1% |
| 30D | -6.7% | +9.3% | -16.0% | -8.2% |
| 3M | +4.1% | +9.8% | -5.7% | +2.0% |
| 6M | +1.6% | +23.3% | -21.8% | -4.5% |
| YTD | +16.1% | +13.7% | +2.5% | +11.5% |
| 1Y | +27.3% | -6.5% | +33.8% | +29.5% |
| All | +54.3% | -25.3% | +79.6% | +58.3% |
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