+265.0%
CDW vs AMP
+584.2%
-319.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | 0.0% |
| 7D | -7.4% | -2.0% | -5.3% | -6.4% |
| 30D | +5.8% | -1.7% | +7.5% | +6.7% |
| 3M | +10.8% | +23.2% | -12.4% | -0.7% |
| 6M | +21.5% | +22.2% | -0.7% | +8.9% |
| YTD | +6.4% | +14.0% | -7.6% | -1.5% |
| 1Y | -14.8% | +14.0% | -28.8% | -21.2% |
| 3Y | -29.9% | +67.0% | -96.9% | -47.2% |
| 5Y | -22.9% | +123.2% | -146.1% | -50.6% |
| All | +265.0% | +584.2% | -319.2% | +49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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