-32.8%
CDW vs AMDL
+20.7%
-53.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -34.9% | +28.7% | -4.2% |
| 7D | -4.1% | -52.7% | +48.6% | -0.6% |
| 30D | +16.7% | -65.3% | +82.1% | +22.6% |
| 3M | +13.6% | -40.8% | +54.4% | +15.6% |
| 6M | +17.0% | -12.9% | +29.9% | +12.8% |
| YTD | +18.1% | +98.0% | -79.9% | +1.3% |
| 1Y | +10.5% | +30.1% | -19.7% | -1.1% |
| All | -32.8% | +20.7% | -53.4% | -47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling