-35.3%
CDW vs AMDL
+95.0%
-130.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +9.2% | -10.2% | -1.5% |
| 7D | +3.2% | +4.5% | -1.4% | +2.9% |
| 30D | +9.3% | -4.4% | +13.7% | +9.4% |
| 3M | +9.8% | -30.5% | +40.3% | +10.3% |
| 6M | +23.3% | +300.9% | -277.5% | +4.4% |
| YTD | +13.7% | +219.9% | -206.3% | -4.2% |
| 1Y | -6.5% | +374.7% | -381.2% | -27.7% |
| All | -35.3% | +95.0% | -130.3% | -50.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling