-28.1%
CDW vs AMDL
+92.1%
-120.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.7% | +0.2% | +2.7% |
| 7D | +13.1% | +5.4% | +7.7% | +12.1% |
| 30D | +19.1% | -36.6% | +55.8% | +20.8% |
| 3M | +24.7% | -1.0% | +25.7% | +23.0% |
| 6M | +63.4% | -12.1% | +75.4% | +59.3% |
| YTD | +26.3% | +215.1% | -188.8% | +5.2% |
| 1Y | +20.6% | +130.4% | -109.8% | +3.6% |
| All | -28.1% | +92.1% | -120.2% | -45.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling