-9.3%
CDW vs AMBA
-72.1%
+62.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -9.4% | +3.3% | -4.4% |
| 7D | -4.1% | -14.6% | +10.4% | -1.3% |
| 30D | +16.7% | -18.8% | +35.5% | +21.0% |
| 3M | +13.6% | -32.6% | +46.2% | +21.3% |
| 6M | +17.0% | -25.8% | +42.8% | +18.3% |
| YTD | +18.1% | -22.1% | +40.3% | +16.8% |
| 1Y | +10.5% | -36.2% | +46.7% | +13.2% |
| 3Y | -20.9% | +10.0% | -30.9% | -32.2% |
| 5Y | -9.3% | -71.6% | +62.2% | -10.0% |
| All | -9.3% | -72.1% | +62.8% | -10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling