-28.9%
CDW vs AMP
+70.1%
-99.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.7% | -4.5% | -4.8% |
| 7D | -3.9% | +2.6% | -6.5% | -5.0% |
| 30D | +6.9% | +0.8% | +6.0% | +6.4% |
| 3M | +7.7% | +24.3% | -16.6% | -3.9% |
| 6M | +18.3% | +20.6% | -2.2% | +6.8% |
| YTD | +7.8% | +14.6% | -6.9% | -0.2% |
| 1Y | -12.2% | +14.5% | -26.7% | -18.8% |
| 3Y | -28.9% | +67.9% | -96.9% | -46.9% |
| All | -28.9% | +70.1% | -99.1% | -46.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling