+69.5%
AME vs CDW
-10.5%
+79.9%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +2.8% |
| 7D | -5.2% | +2.1% | -7.3% | -5.9% |
| 30D | -8.0% | +14.7% | -22.8% | -11.6% |
| 3M | -8.9% | +11.1% | -20.0% | -12.2% |
| 6M | -5.0% | +45.6% | -50.6% | -16.9% |
| YTD | +11.9% | +17.1% | -5.2% | +3.1% |
| 1Y | +16.6% | +13.2% | +3.5% | +8.8% |
| 3Y | +62.5% | -22.2% | +84.7% | +69.9% |
| All | +69.5% | -10.5% | +79.9% | +57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling