+12.4%
AMT vs CDW
-21.8%
+34.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.6% |
| 7D | +0.5% | +2.1% | -1.5% | +0.4% |
| 30D | +13.6% | +14.7% | -1.1% | +12.9% |
| 3M | +11.5% | +11.1% | +0.4% | +10.9% |
| 6M | +6.9% | +45.6% | -38.6% | +6.6% |
| YTD | +10.8% | +17.1% | -6.3% | +9.9% |
| 1Y | +10.3% | +13.2% | -2.8% | +9.3% |
| 3Y | +12.4% | -22.2% | +34.6% | +6.3% |
| All | +12.4% | -21.8% | +34.2% | +6.3% |
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