+124.5%
AMT vs CDW
+325.6%
-201.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.8% | -4.7% | -1.0% |
| 7D | +0.4% | +9.3% | -8.9% | -1.9% |
| 30D | +3.7% | +15.8% | -12.1% | -0.2% |
| 3M | +10.7% | +21.8% | -11.1% | +4.8% |
| 6M | +9.3% | +58.8% | -49.5% | -3.7% |
| YTD | +10.9% | +22.8% | -11.8% | +2.7% |
| 1Y | +10.5% | +17.9% | -7.4% | +3.4% |
| 3Y | +15.5% | -17.4% | +33.0% | +15.4% |
| 5Y | -20.6% | -5.7% | -14.8% | -25.4% |
| 10Y | +124.5% | +319.5% | -194.9% | +67.8% |
| All | +124.5% | +325.6% | -201.1% | +67.8% |
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