-27.1%
CDW vs AMDL
+102.5%
-129.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -17.6% | +16.9% | +0.4% |
| 7D | +9.3% | +37.2% | -27.9% | +7.0% |
| 30D | +14.4% | -24.0% | +38.4% | +14.7% |
| 3M | +21.4% | -1.0% | +22.4% | +19.5% |
| 6M | +72.8% | -3.2% | +76.0% | +67.3% |
| YTD | +28.0% | +232.2% | -204.2% | +6.1% |
| 1Y | +19.3% | +137.7% | -118.4% | +2.6% |
| All | -27.1% | +102.5% | -129.6% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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