-30.1%
CDW vs AMDL
+87.1%
-117.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +26.8% | -21.9% | +3.3% |
| 7D | +9.3% | +10.3% | -0.9% | +8.1% |
| 30D | +15.8% | -38.3% | +54.1% | +17.6% |
| 3M | +21.8% | -8.7% | +30.5% | +20.6% |
| 6M | +58.8% | -14.4% | +73.1% | +55.1% |
| YTD | +22.8% | +206.9% | -184.2% | +2.4% |
| 1Y | +17.9% | +144.4% | -126.5% | +0.3% |
| All | -30.1% | +87.1% | -117.2% | -47.0% |
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