+966.7%
CDW vs AMBA
+269.2%
+697.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -1.7% | +14.4% | +13.0% |
| 7D | +3.7% | -8.1% | +11.8% | +5.3% |
| 30D | +26.0% | -10.8% | +36.8% | +28.3% |
| 3M | +10.1% | -25.9% | +36.0% | +15.5% |
| 6M | +26.1% | -13.9% | +39.9% | +24.3% |
| YTD | +25.9% | -14.0% | +39.9% | +23.0% |
| 1Y | +21.5% | -25.7% | +47.2% | +21.3% |
| 3Y | -15.7% | +21.5% | -37.2% | -26.9% |
| 5Y | -2.3% | -68.9% | +66.6% | +1.0% |
| 10Y | +337.4% | +5.2% | +332.2% | +234.5% |
| All | +966.7% | +269.2% | +697.5% | +639.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling