+249.4%
AMT vs CDW
+933.5%
-684.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.5% |
| 7D | +0.5% | +2.1% | -1.5% | -0.1% |
| 30D | +13.6% | +14.7% | -1.1% | +9.5% |
| 3M | +11.5% | +11.1% | +0.4% | +7.8% |
| 6M | +6.9% | +45.6% | -38.6% | -3.9% |
| YTD | +10.8% | +17.1% | -6.3% | +3.7% |
| 1Y | +10.3% | +13.2% | -2.8% | +4.1% |
| 3Y | +12.4% | -22.2% | +34.6% | +13.9% |
| 5Y | -20.1% | -10.1% | -10.0% | -23.8% |
| 10Y | +116.8% | +307.0% | -190.1% | +38.2% |
| All | +249.4% | +933.5% | -684.1% | +116.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling