+293.0%
CDW vs AMBA
-0.9%
+293.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.1% | -7.0% | -2.1% |
| 7D | +2.1% | -7.2% | +9.3% | +3.6% |
| 30D | +14.7% | -10.4% | +25.1% | +17.0% |
| 3M | +11.1% | -30.1% | +41.2% | +18.7% |
| 6M | +45.6% | -22.4% | +68.0% | +46.4% |
| YTD | +17.1% | -17.3% | +34.4% | +14.6% |
| 1Y | +13.2% | -35.4% | +48.6% | +16.2% |
| 3Y | -22.2% | +18.6% | -40.8% | -34.5% |
| 5Y | -10.1% | -69.8% | +59.7% | -5.8% |
| All | +293.0% | -0.9% | +293.9% | +160.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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